+25.3%
TFC vs EXE
+191.4%
-166.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.4% |
| 7D | +2.4% | -0.3% | +2.7% | +2.5% |
| 30D | -1.3% | +8.5% | -9.8% | -3.5% |
| 3M | +6.1% | +5.5% | +0.6% | +4.2% |
| 6M | +7.3% | -5.9% | +13.2% | +8.4% |
| YTD | +8.2% | -9.7% | +17.9% | +10.1% |
| 1Y | +14.4% | +3.6% | +10.9% | +11.3% |
| 3Y | +93.7% | +18.0% | +75.7% | +77.5% |
| 5Y | +16.4% | +109.4% | -93.0% | -13.4% |
| All | +25.3% | +191.4% | -166.0% | -17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling