+98.6%
TFC vs EW
+124.3%
-25.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.0% |
| 7D | +2.2% | -4.4% | +6.7% | +3.7% |
| 30D | -2.5% | -3.3% | +0.9% | -1.5% |
| 3M | +4.5% | +1.0% | +3.5% | +3.9% |
| 6M | +11.0% | +6.2% | +4.7% | +8.3% |
| YTD | +5.9% | +1.7% | +4.2% | +4.6% |
| 1Y | +14.6% | +8.1% | +6.5% | +10.8% |
| 3Y | +96.7% | +17.1% | +79.6% | +75.4% |
| 5Y | +15.6% | -29.4% | +44.9% | +20.9% |
| 10Y | +98.6% | +121.7% | -23.1% | +45.5% |
| All | +98.6% | +124.3% | -25.7% | +45.5% |
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