+22.0%
TFC vs EXE
+163.8%
-141.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -1.2% | +1.5% | -2.7% | -1.6% |
| 30D | +7.8% | -0.2% | +8.0% | +7.7% |
| 3M | -3.0% | -9.2% | +6.3% | -0.7% |
| 6M | +5.8% | -7.2% | +13.0% | +7.3% |
| YTD | +5.3% | -18.3% | +23.6% | +9.8% |
| 1Y | +15.7% | -23.6% | +39.3% | +22.9% |
| 3Y | +94.8% | +21.9% | +72.9% | +75.7% |
| 5Y | 0.0% | +73.7% | -73.6% | -20.8% |
| All | +22.0% | +163.8% | -141.8% | -18.0% |
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