+80.9%
TFC vs EAT
+328.6%
-247.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.9% |
| 7D | +1.7% | -5.9% | +7.6% | +3.3% |
| 30D | +9.0% | +0.7% | +8.3% | +8.3% |
| 3M | -2.1% | -14.2% | +12.1% | +0.8% |
| 6M | +3.4% | +40.7% | -37.4% | -7.6% |
| YTD | +5.3% | +36.0% | -30.7% | -6.2% |
| 1Y | +16.2% | +83.1% | -66.9% | -5.2% |
| 3Y | +94.8% | +474.8% | -380.0% | +8.9% |
| 5Y | -0.7% | +347.6% | -348.3% | -43.6% |
| 10Y | +80.9% | +321.5% | -240.7% | -10.8% |
| All | +80.9% | +328.6% | -247.7% | -10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling