+80.9%
TFC vs ED
+136.7%
-55.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +1.7% | +2.1% | -0.4% | +0.9% |
| 30D | +9.0% | +12.4% | -3.4% | +4.3% |
| 3M | -2.1% | +13.1% | -15.3% | -6.6% |
| 6M | +3.4% | +14.1% | -10.7% | -1.8% |
| YTD | +5.3% | +23.1% | -17.8% | -3.3% |
| 1Y | +16.2% | +25.4% | -9.3% | +5.8% |
| 3Y | +94.8% | +47.9% | +46.9% | +61.8% |
| 5Y | -0.7% | +81.9% | -82.5% | -26.2% |
| 10Y | +80.9% | +141.3% | -60.4% | +41.6% |
| All | +80.9% | +136.7% | -55.8% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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