+88.5%
TFC vs FE
+107.4%
-18.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | +8.3% | +5.2% | +3.1% | +6.1% |
| 3M | -5.2% | 0.0% | -5.1% | -5.2% |
| 6M | -0.8% | +5.0% | -5.8% | -3.0% |
| YTD | +3.4% | +7.9% | -4.4% | -0.4% |
| 1Y | +17.0% | +6.3% | +10.7% | +13.2% |
| 3Y | +86.2% | +46.0% | +40.1% | +54.2% |
| 5Y | -2.3% | +45.6% | -47.9% | -19.9% |
| All | +88.5% | +107.4% | -18.8% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling