+381.0%
TFC vs EW
+7,937.2%
-7,556.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | +1.2% | +11.0% | -9.8% | -1.5% |
| 30D | +8.3% | +19.1% | -10.7% | +3.6% |
| 3M | -5.2% | +14.4% | -19.5% | -8.6% |
| 6M | -0.8% | +22.8% | -23.6% | -6.3% |
| YTD | +3.4% | +19.8% | -16.4% | -2.0% |
| 1Y | +17.0% | +23.9% | -6.9% | +9.9% |
| 3Y | +86.2% | +52.2% | +33.9% | +59.8% |
| 5Y | -2.3% | -13.9% | +11.6% | -4.5% |
| 10Y | +93.9% | +241.9% | -148.0% | +33.5% |
| All | +381.0% | +7,937.2% | -7,556.3% | +69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling