+80.9%
TFC vs ES
+87.3%
-6.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +1.7% | +0.9% | +0.9% | +1.3% |
| 30D | +9.0% | +5.9% | +3.1% | +6.3% |
| 3M | -2.1% | -1.0% | -1.1% | -1.9% |
| 6M | +3.4% | +7.2% | -3.8% | 0.0% |
| YTD | +5.3% | +7.0% | -1.7% | +1.3% |
| 1Y | +16.2% | +0.5% | +15.7% | +14.1% |
| 3Y | +94.8% | +48.7% | +46.1% | +55.7% |
| 5Y | -0.7% | +1.9% | -2.6% | -6.6% |
| 10Y | +80.9% | +89.2% | -8.3% | +81.5% |
| All | +80.9% | +87.3% | -6.5% | +81.5% |
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