+2,577.1%
TFC vs ED
+2,460.7%
+116.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.4% | +0.1% |
| 7D | +1.2% | +1.6% | -0.4% | +0.5% |
| 30D | +8.3% | +13.3% | -5.0% | +2.6% |
| 3M | -5.2% | +9.7% | -14.9% | -9.0% |
| 6M | -0.8% | +12.8% | -13.6% | -6.1% |
| YTD | +3.4% | +22.3% | -18.9% | -5.9% |
| 1Y | +17.0% | +26.3% | -9.3% | +4.8% |
| 3Y | +86.2% | +45.0% | +41.1% | +53.6% |
| 5Y | -2.3% | +80.2% | -82.5% | -28.1% |
| 10Y | +93.9% | +129.9% | -35.9% | +23.7% |
| All | +2,577.1% | +2,460.7% | +116.4% | +682.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling