+104.5%
TFC vs EW
+16.7%
+87.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | +0.1% |
| 7D | +2.4% | -0.3% | +2.8% | +2.5% |
| 30D | -1.3% | +1.0% | -2.3% | -1.5% |
| 3M | +6.1% | +2.8% | +3.3% | +5.6% |
| 6M | +7.3% | +5.5% | +1.8% | +6.4% |
| YTD | +8.2% | +5.5% | +2.7% | +7.2% |
| 1Y | +14.4% | +11.0% | +3.4% | +12.5% |
| All | +104.5% | +16.7% | +87.8% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling