+14.5%
TFC vs EFV
+95.4%
-80.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.2% |
| 7D | -1.3% | -0.5% | -0.8% | -0.7% |
| 30D | -2.3% | 0.0% | -2.4% | -2.4% |
| 3M | +2.5% | +8.4% | -6.0% | -6.4% |
| 6M | +9.5% | +12.3% | -2.9% | -4.2% |
| YTD | +5.1% | +17.4% | -12.3% | -13.0% |
| 1Y | +15.5% | +27.1% | -11.7% | -12.9% |
| 3Y | +95.2% | +90.7% | +4.5% | -10.9% |
| 5Y | +14.5% | +95.6% | -81.1% | -47.9% |
| All | +14.5% | +95.4% | -80.9% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling