+96.7%
TFC vs EXE
+14.7%
+82.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.6% |
| 7D | +0.3% | -3.9% | +4.2% | +1.0% |
| 30D | +9.2% | -2.6% | +11.7% | +9.6% |
| 3M | -2.9% | -6.9% | +3.9% | -1.8% |
| 6M | +3.5% | -9.3% | +12.8% | +5.0% |
| YTD | +5.4% | -20.7% | +26.2% | +9.7% |
| 1Y | +17.3% | -21.8% | +39.1% | +22.2% |
| 3Y | +96.7% | +16.2% | +80.5% | +75.2% |
| All | +96.7% | +14.7% | +82.0% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling