+16.3%
TFC vs EW
+26.8%
-10.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +1.5% |
| 7D | +0.3% | +12.3% | -12.0% | -1.5% |
| 30D | +9.2% | +22.9% | -13.7% | +5.9% |
| 3M | -2.9% | +16.7% | -19.6% | -5.1% |
| 6M | +3.5% | +31.0% | -27.5% | -1.3% |
| YTD | +5.4% | +22.8% | -17.4% | +3.0% |
| All | +16.3% | +26.8% | -10.5% | +13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling