+21.3%
TFC vs EXE
-18.4%
+39.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +2.9% |
| 7D | +5.1% | -4.7% | +9.7% | +5.0% |
| 30D | +9.8% | +1.0% | +8.8% | +9.8% |
| 3M | -2.4% | -5.6% | +3.2% | -2.5% |
| 6M | +4.9% | -12.3% | +17.2% | +4.6% |
| YTD | +6.6% | -19.5% | +26.1% | +7.3% |
| 1Y | +21.3% | -18.9% | +40.2% | +21.2% |
| All | +21.3% | -18.4% | +39.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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