+97.2%
TFC vs EL
+28.8%
+68.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | +0.2% |
| 7D | -1.3% | -2.4% | +1.1% | -0.5% |
| 30D | -2.3% | +13.7% | -16.0% | -7.2% |
| 3M | +2.5% | +14.5% | -12.0% | -3.1% |
| 6M | +9.5% | +7.4% | +2.1% | +4.5% |
| YTD | +5.1% | -4.7% | +9.8% | +3.0% |
| 1Y | +15.5% | +12.9% | +2.5% | +5.3% |
| 3Y | +95.2% | -32.2% | +127.4% | +103.1% |
| 5Y | +14.5% | -68.4% | +82.9% | +68.4% |
| 10Y | +97.2% | +28.3% | +68.9% | +74.2% |
| All | +97.2% | +28.8% | +68.3% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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