+15.0%
TFC vs EXE
-23.9%
+38.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | +1.2% | +5.3% | -4.1% | +1.3% |
| 30D | +9.7% | -2.2% | +11.9% | +9.6% |
| 3M | -4.8% | -5.9% | +1.1% | -4.9% |
| 6M | +8.4% | -5.7% | +14.1% | +8.2% |
| YTD | +4.7% | -17.8% | +22.5% | +5.3% |
| 1Y | +15.0% | -23.1% | +38.1% | +16.8% |
| All | +15.0% | -23.9% | +38.9% | +16.8% |
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