+15.6%
TFC vs EL
-67.4%
+83.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.6% |
| 7D | +2.2% | +1.7% | +0.6% | +1.8% |
| 30D | -2.5% | +15.5% | -18.0% | -6.2% |
| 3M | +4.5% | +20.6% | -16.0% | -0.7% |
| 6M | +11.0% | +10.5% | +0.5% | +6.9% |
| YTD | +5.9% | -1.9% | +7.8% | +3.9% |
| 1Y | +14.6% | +16.1% | -1.5% | +6.8% |
| 3Y | +96.7% | -30.2% | +126.9% | +102.9% |
| 5Y | +15.6% | -67.4% | +83.0% | +61.0% |
| All | +15.6% | -67.4% | +83.0% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling