+1,030.3%
TFC vs EL
+1,831.4%
-801.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -1.2% | +0.3% | -1.5% | -1.3% |
| 30D | +7.8% | +12.3% | -4.5% | +3.2% |
| 3M | -3.0% | +28.4% | -31.4% | -12.3% |
| 6M | +5.8% | +36.7% | -30.9% | -7.2% |
| YTD | +5.3% | +8.4% | -3.1% | -2.0% |
| 1Y | +15.7% | +25.4% | -9.7% | +1.8% |
| 3Y | +94.8% | +3.4% | +91.4% | +70.3% |
| 5Y | 0.0% | -64.8% | +64.8% | +28.1% |
| 10Y | +79.0% | +63.0% | +16.0% | +27.2% |
| All | +1,030.3% | +1,831.4% | -801.0% | +290.2% |
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