+14.0%
TFC vs EW
+24.1%
-10.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.1% | +4.9% | -4.8% | -0.7% |
| 30D | +8.6% | +24.1% | -15.4% | +5.2% |
| 3M | -4.3% | +13.7% | -18.0% | -6.1% |
| 6M | +5.4% | +32.7% | -27.3% | +0.3% |
| YTD | +4.5% | +24.1% | -19.6% | +2.0% |
| 1Y | +14.0% | +23.6% | -9.6% | +11.6% |
| All | +14.0% | +24.1% | -10.1% | +11.6% |
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