+1,061.6%
TFC vs EL
+1,685.7%
-624.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -1.0% |
| 7D | +2.4% | +0.8% | +1.6% | +2.1% |
| 30D | -1.3% | +19.8% | -21.1% | -8.2% |
| 3M | +6.1% | +25.7% | -19.6% | -3.3% |
| 6M | +7.3% | +5.4% | +1.9% | +2.9% |
| YTD | +8.2% | +0.2% | +8.0% | +4.0% |
| 1Y | +14.4% | +20.4% | -6.0% | +1.9% |
| 3Y | +93.7% | -32.1% | +125.8% | +97.5% |
| 5Y | +16.4% | -67.2% | +83.6% | +53.2% |
| 10Y | +101.6% | +31.7% | +69.8% | +55.1% |
| All | +1,061.6% | +1,685.7% | -624.2% | +314.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling