+104.9%
TFC vs ES
+83.4%
+21.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +2.4% | +0.3% | +2.1% | +2.3% |
| 30D | -1.3% | -2.0% | +0.7% | -0.5% |
| 3M | +6.1% | +1.7% | +4.4% | +5.2% |
| 6M | +7.3% | -3.5% | +10.9% | +8.6% |
| YTD | +8.2% | +7.9% | +0.3% | +4.0% |
| 1Y | +14.4% | +17.2% | -2.7% | +4.9% |
| 3Y | +93.7% | +29.3% | +64.4% | +66.1% |
| 5Y | +16.4% | -5.7% | +22.1% | +13.9% |
| All | +104.9% | +83.4% | +21.5% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling