-1.1%
TFC vs EXE
+64.7%
-65.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.6% | +0.3% | +1.5% |
| 7D | +0.3% | -3.9% | +4.2% | +1.3% |
| 30D | +9.2% | -2.6% | +11.7% | +9.7% |
| 3M | -2.9% | -6.9% | +3.9% | -1.4% |
| 6M | +3.5% | -9.3% | +12.8% | +5.5% |
| YTD | +5.4% | -20.7% | +26.2% | +10.7% |
| 1Y | +17.3% | -21.8% | +39.1% | +23.4% |
| 3Y | +96.7% | +16.2% | +80.5% | +79.8% |
| 5Y | -1.1% | +61.1% | -62.2% | -18.6% |
| All | -1.1% | +64.7% | -65.8% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling