+2,700.2%
TFC vs ED
+2,217.3%
+482.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.7% |
| 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% | +4.1% |
| 6M | +7.3% | -3.0% | +10.4% | +8.4% |
| YTD | +8.2% | +10.7% | -2.5% | +2.9% |
| 1Y | +14.4% | +13.3% | +1.1% | +7.3% |
| 3Y | +93.7% | +34.5% | +59.2% | +65.2% |
| 5Y | +16.4% | +67.1% | -50.7% | -11.7% |
| 10Y | +101.6% | +103.0% | -1.5% | +35.6% |
| All | +2,700.2% | +2,217.3% | +482.9% | +755.2% |
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