+0.5%
TFC vs ES
+6.0%
-5.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | +8.6% | +8.2% | +0.4% | +5.9% |
| 3M | -4.3% | +0.6% | -5.0% | -4.7% |
| 6M | +5.4% | +6.0% | -0.6% | +3.2% |
| YTD | +4.5% | +9.3% | -4.8% | +0.8% |
| 1Y | +14.0% | +1.1% | +12.9% | +12.3% |
| 3Y | +93.4% | +51.9% | +41.4% | +58.6% |
| 5Y | +0.5% | +6.5% | -6.0% | -10.0% |
| All | +0.5% | +6.0% | -5.5% | -10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling