+84.7%
TFC vs ED
+132.0%
-47.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +9.2% | +11.6% | -2.4% | +4.8% |
| 3M | -2.9% | +10.5% | -13.4% | -6.5% |
| 6M | +3.5% | +13.2% | -9.7% | -1.4% |
| YTD | +5.4% | +22.1% | -16.7% | -2.8% |
| 1Y | +17.3% | +24.2% | -6.8% | +7.3% |
| 3Y | +96.7% | +46.9% | +49.8% | +63.9% |
| 5Y | -1.1% | +80.8% | -81.9% | -26.3% |
| 10Y | +84.7% | +134.3% | -49.5% | +44.8% |
| All | +84.7% | +132.0% | -47.3% | +44.8% |
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