+16.2%
TFC vs EW
+26.0%
-9.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | 0.0% |
| 7D | +1.7% | +9.3% | -7.5% | +0.3% |
| 30D | +9.0% | +22.1% | -13.1% | +5.9% |
| 3M | -2.1% | +13.0% | -15.1% | -3.8% |
| 6M | +3.4% | +30.1% | -26.7% | -1.3% |
| YTD | +5.3% | +22.0% | -16.7% | +3.0% |
| 1Y | +16.2% | +23.7% | -7.5% | +13.2% |
| All | +16.2% | +26.0% | -9.8% | +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