+96.7%
TFC vs EXE
+21.0%
+75.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | +2.2% | -1.8% | +4.0% | +2.6% |
| 30D | -2.5% | +6.4% | -8.9% | -3.7% |
| 3M | +4.5% | +9.2% | -4.7% | +2.4% |
| 6M | +11.0% | -7.0% | +18.0% | +12.4% |
| YTD | +5.9% | -9.5% | +15.4% | +7.7% |
| 1Y | +14.6% | +6.2% | +8.3% | +10.5% |
| 3Y | +96.7% | +20.7% | +76.0% | +76.8% |
| All | +96.7% | +21.0% | +75.7% | +76.8% |
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 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