+98.6%
TFC vs ED
+104.2%
-5.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.5% |
| 7D | +2.2% | +0.5% | +1.7% | +2.0% |
| 30D | -2.5% | +1.1% | -3.6% | -2.9% |
| 3M | +4.5% | +4.6% | -0.1% | +2.7% |
| 6M | +11.0% | -2.0% | +12.9% | +11.5% |
| YTD | +5.9% | +11.7% | -5.8% | +1.1% |
| 1Y | +14.6% | +15.7% | -1.2% | +7.6% |
| 3Y | +96.7% | +34.4% | +62.4% | +70.2% |
| 5Y | +15.6% | +67.3% | -51.7% | -10.8% |
| 10Y | +98.6% | +104.0% | -5.4% | +58.7% |
| All | +98.6% | +104.2% | -5.6% | +58.7% |
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