+96.0%
TFC vs EXEL
+230.5%
-134.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +2.3% | -0.8% | +3.1% | +2.4% |
| 30D | +10.8% | +13.1% | -2.3% | +9.1% |
| 3M | -3.8% | +36.3% | -40.1% | -7.4% |
| 6M | +9.6% | +34.5% | -25.0% | +5.5% |
| YTD | +5.8% | +57.4% | -51.6% | -0.6% |
| 1Y | +16.2% | +62.9% | -46.8% | +8.6% |
| 3Y | +96.0% | +229.5% | -133.5% | +66.9% |
| All | +96.0% | +230.5% | -134.5% | +66.9% |
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