+187.3%
TFC vs ET
+1,435.7%
-1,248.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.2% | -2.1% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | -2.5% | +6.9% | -9.3% | -4.5% |
| 3M | +4.5% | +13.1% | -8.5% | +0.6% |
| 6M | +11.0% | +18.7% | -7.7% | +5.0% |
| YTD | +5.9% | +37.4% | -31.6% | -4.3% |
| 1Y | +14.6% | +34.8% | -20.2% | +4.0% |
| 3Y | +96.7% | +96.8% | -0.1% | +59.1% |
| 5Y | +15.6% | +238.2% | -222.7% | -20.7% |
| 10Y | +98.6% | +159.4% | -60.8% | +35.7% |
| All | +187.3% | +1,435.7% | -1,248.4% | -24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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