+187.0%
TFC vs ET
+1,310.3%
-1,123.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +2.3% | +2.5% | -0.3% | +1.5% |
| 30D | +10.8% | -2.5% | +13.3% | +11.5% |
| 3M | -3.8% | -4.9% | +1.1% | -2.5% |
| 6M | +9.6% | -0.1% | +9.7% | +9.2% |
| YTD | +5.8% | +26.2% | -20.4% | -2.1% |
| 1Y | +16.2% | +25.2% | -9.0% | +7.7% |
| 3Y | +96.0% | +84.2% | +11.8% | +61.4% |
| 5Y | +1.7% | +216.1% | -214.4% | -28.8% |
| 10Y | +79.9% | +160.7% | -80.8% | +23.8% |
| All | +187.0% | +1,310.3% | -1,123.3% | -22.8% |
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