+181.5%
TFC vs EFV
+258.8%
-77.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +2.4% | +1.5% | +0.9% | +0.9% |
| 30D | -1.3% | +1.7% | -3.0% | -3.0% |
| 3M | +6.1% | +8.6% | -2.6% | -2.8% |
| 6M | +7.3% | +11.7% | -4.3% | -4.5% |
| YTD | +8.2% | +19.3% | -11.1% | -10.3% |
| 1Y | +14.4% | +30.2% | -15.8% | -13.4% |
| 3Y | +93.7% | +91.6% | +2.1% | -1.3% |
| 5Y | +16.4% | +96.4% | -80.0% | -41.3% |
| 10Y | +101.6% | +166.5% | -64.9% | -21.2% |
| All | +181.5% | +258.8% | -77.3% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling