+86.2%
TFC vs EL
+3.8%
+82.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.2% | -1.3% |
| 7D | +1.2% | +0.8% | +0.4% | +1.0% |
| 30D | +8.3% | +16.5% | -8.2% | +5.5% |
| 3M | -5.2% | +29.2% | -34.4% | -9.7% |
| 6M | -0.8% | +27.9% | -28.7% | -5.7% |
| YTD | +3.4% | +6.2% | -2.8% | +0.6% |
| 1Y | +17.0% | +27.2% | -10.2% | +9.4% |
| 3Y | +86.2% | +3.2% | +83.0% | +64.0% |
| All | +86.2% | +3.8% | +82.4% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling