+21.7%
TFC vs EXE
+187.5%
-165.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.4% |
| 7D | -1.3% | -2.7% | +1.4% | -0.6% |
| 30D | -2.3% | -0.4% | -2.0% | -2.3% |
| 3M | +2.5% | +9.5% | -7.0% | -0.3% |
| 6M | +9.5% | -9.3% | +18.8% | +11.7% |
| YTD | +5.1% | -10.9% | +16.0% | +7.3% |
| 1Y | +15.5% | +4.3% | +11.2% | +12.0% |
| 3Y | +95.2% | +18.8% | +76.4% | +78.4% |
| 5Y | +14.5% | +101.4% | -86.9% | -13.7% |
| All | +21.7% | +187.5% | -165.8% | -19.9% |
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