+84.7%
TFC vs EW
+236.4%
-151.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.1% |
| 7D | +0.3% | +12.3% | -12.0% | -3.3% |
| 30D | +9.2% | +22.9% | -13.7% | +2.2% |
| 3M | -2.9% | +16.7% | -19.6% | -7.8% |
| 6M | +3.5% | +31.0% | -27.5% | -5.6% |
| YTD | +5.4% | +22.8% | -17.4% | -2.2% |
| 1Y | +17.3% | +25.6% | -8.3% | +8.0% |
| 3Y | +96.7% | +62.0% | +34.7% | +55.8% |
| 5Y | -1.1% | -12.8% | +11.7% | -3.2% |
| 10Y | +84.7% | +239.8% | -155.0% | +22.0% |
| All | +84.7% | +236.4% | -151.6% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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