+22.5%
TFC vs EXE
+165.2%
-142.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +2.3% | +5.3% | -3.1% | +0.9% |
| 30D | +10.8% | -2.2% | +13.0% | +11.4% |
| 3M | -3.8% | -5.9% | +2.1% | -2.4% |
| 6M | +9.6% | -5.7% | +15.3% | +10.7% |
| YTD | +5.8% | -17.8% | +23.6% | +10.2% |
| 1Y | +16.2% | -23.1% | +39.3% | +23.2% |
| 3Y | +96.0% | +21.2% | +74.8% | +77.2% |
| 5Y | +1.7% | +78.8% | -77.1% | -20.2% |
| All | +22.5% | +165.2% | -142.6% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling