+7.3%
TFC vs EL
+4.8%
+2.5%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.2% |
| 7D | +2.4% | +0.8% | +1.6% | +2.3% |
| 30D | -1.3% | +19.8% | -21.1% | -3.0% |
| 3M | +6.1% | +25.7% | -19.6% | +3.3% |
| 6M | +7.3% | +5.4% | +1.9% | +6.0% |
| All | +7.3% | +4.8% | +2.5% | +6.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling