+17.3%
TFC vs ED
+67.1%
-49.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.4% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | +6.1% | +3.9% | +2.1% | +5.1% |
| 6M | +7.3% | -3.0% | +10.4% | +7.9% |
| YTD | +8.2% | +10.7% | -2.5% | +5.3% |
| 1Y | +14.4% | +13.3% | +1.1% | +10.5% |
| 3Y | +93.7% | +34.5% | +59.2% | +72.8% |
| All | +17.3% | +67.1% | -49.8% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling