+15.6%
TFC vs EAT
+326.5%
-310.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.2% | -1.4% |
| 7D | +2.2% | -4.9% | +7.2% | +3.4% |
| 30D | -2.5% | -1.2% | -1.3% | -2.5% |
| 3M | +4.5% | +52.2% | -47.7% | -5.7% |
| 6M | +11.0% | +65.0% | -54.1% | -2.7% |
| YTD | +5.9% | +55.0% | -49.1% | -6.0% |
| 1Y | +14.6% | +42.1% | -27.5% | +3.1% |
| 3Y | +96.7% | +614.7% | -518.0% | +12.1% |
| 5Y | +15.6% | +322.7% | -307.2% | -28.2% |
| All | +15.6% | +326.5% | -310.9% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling