+96.0%
TFC vs EW
+62.8%
+33.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.1% |
| 7D | +2.3% | +4.9% | -2.6% | +1.6% |
| 30D | +10.8% | +23.9% | -13.1% | +7.8% |
| 3M | -3.8% | +15.8% | -19.5% | -5.6% |
| 6M | +9.6% | +31.7% | -22.1% | +5.6% |
| YTD | +5.8% | +25.7% | -19.9% | +2.4% |
| 1Y | +16.2% | +24.4% | -8.3% | +12.6% |
| 3Y | +96.0% | +65.9% | +30.1% | +72.0% |
| All | +96.0% | +62.8% | +33.2% | +72.0% |
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