+97.2%
TFC vs EIX
+19.9%
+77.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | +0.5% |
| 7D | -1.3% | +4.1% | -5.4% | -3.0% |
| 30D | -2.3% | -15.3% | +13.0% | +2.1% |
| 3M | +2.5% | -18.4% | +20.9% | +8.5% |
| 6M | +9.5% | -16.8% | +26.3% | +14.7% |
| YTD | +5.1% | -0.6% | +5.6% | +1.0% |
| 1Y | +15.5% | +10.7% | +4.8% | +5.4% |
| 3Y | +95.2% | -4.5% | +99.6% | +85.7% |
| 5Y | +14.5% | +24.0% | -9.6% | -5.7% |
| 10Y | +97.2% | +22.9% | +74.3% | +59.4% |
| All | +97.2% | +19.9% | +77.3% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded EIX 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling