+2,624.8%
TFC vs EAT
+10,140.3%
-7,515.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.7% |
| 7D | -1.2% | -8.9% | +7.7% | +1.2% |
| 30D | +7.8% | +3.4% | +4.4% | +6.3% |
| 3M | -3.0% | -9.3% | +6.4% | -1.6% |
| 6M | +5.8% | +43.8% | -38.0% | -5.7% |
| YTD | +5.3% | +39.9% | -34.6% | -6.6% |
| 1Y | +15.7% | +89.7% | -74.0% | -6.0% |
| 3Y | +94.8% | +491.3% | -396.5% | +11.2% |
| 5Y | 0.0% | +365.4% | -365.4% | -42.2% |
| 10Y | +79.0% | +325.9% | -246.9% | -10.2% |
| All | +2,624.8% | +10,140.3% | -7,515.5% | +530.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling