+104.5%
TFC vs EXEL
+164.9%
-60.4%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +2.4% | +8.4% | -6.0% | +1.4% |
| 30D | -1.3% | +4.1% | -5.4% | -1.9% |
| 3M | +6.1% | +12.4% | -6.4% | +4.4% |
| 6M | +7.3% | +41.5% | -34.2% | +2.2% |
| YTD | +8.2% | +34.6% | -26.4% | +3.5% |
| 1Y | +14.4% | +57.9% | -43.4% | +6.6% |
| All | +104.5% | +164.9% | -60.4% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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