+403.1%
TFC vs EW
+6,974.1%
-6,571.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +2.4% | -0.3% | +2.8% | +2.5% |
| 30D | -1.3% | +1.0% | -2.3% | -1.6% |
| 3M | +6.1% | +2.8% | +3.3% | +5.1% |
| 6M | +7.3% | +5.5% | +1.8% | +5.4% |
| YTD | +8.2% | +5.5% | +2.7% | +6.1% |
| 1Y | +14.4% | +11.0% | +3.4% | +10.6% |
| 3Y | +93.7% | +17.7% | +76.0% | +77.8% |
| 5Y | +16.4% | -25.7% | +42.1% | +18.1% |
| 10Y | +101.6% | +132.8% | -31.2% | +51.2% |
| All | +403.1% | +6,974.1% | -6,571.0% | +83.9% |
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