+95.6%
TFC vs EFV
+169.9%
-74.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | -1.2% |
| 7D | -2.4% | -0.8% | -1.6% | -1.4% |
| 30D | -3.4% | +0.6% | -4.0% | -4.1% |
| 3M | +0.4% | +7.5% | -7.1% | -8.4% |
| 6M | +12.7% | +13.0% | -0.3% | -3.9% |
| YTD | +5.6% | +18.3% | -12.7% | -15.3% |
| 1Y | +16.0% | +26.7% | -10.7% | -14.8% |
| 3Y | +94.0% | +89.6% | +4.4% | -15.8% |
| 5Y | +16.2% | +98.2% | -82.1% | -51.9% |
| All | +95.6% | +169.9% | -74.3% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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