+93.0%
TFC vs EFV
+88.7%
+4.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.1% |
| 7D | -1.3% | -0.5% | -0.8% | -0.8% |
| 30D | -2.3% | 0.0% | -2.4% | -2.3% |
| 3M | +2.5% | +8.4% | -6.0% | -5.2% |
| 6M | +9.5% | +12.3% | -2.9% | -2.4% |
| YTD | +5.1% | +17.4% | -12.3% | -10.9% |
| 1Y | +15.5% | +27.1% | -11.7% | -10.0% |
| All | +93.0% | +88.7% | +4.3% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling