+79.0%
TFC vs FE
+120.9%
-41.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.2% | -0.4% | -0.8% | -1.0% |
| 30D | +7.8% | +3.6% | +4.2% | +6.2% |
| 3M | -3.0% | +0.3% | -3.3% | -3.1% |
| 6M | +5.8% | +6.4% | -0.6% | +2.9% |
| YTD | +5.3% | +8.1% | -2.8% | +1.2% |
| 1Y | +15.7% | +4.6% | +11.1% | +12.7% |
| 3Y | +94.8% | +49.1% | +45.7% | +59.3% |
| 5Y | 0.0% | +46.1% | -46.1% | -18.4% |
| 10Y | +79.0% | +122.7% | -43.7% | +48.7% |
| All | +79.0% | +120.9% | -41.9% | +48.7% |
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