+94.8%
TFC vs FE
+47.6%
+47.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.7% | -0.5% | +2.2% | +1.9% |
| 30D | +9.0% | +4.3% | +4.7% | +7.9% |
| 3M | -2.1% | +0.4% | -2.5% | -2.2% |
| 6M | +3.4% | +6.9% | -3.6% | +1.8% |
| YTD | +5.3% | +8.0% | -2.7% | +2.9% |
| 1Y | +16.2% | +4.8% | +11.3% | +14.3% |
| 3Y | +94.8% | +49.0% | +45.8% | +59.0% |
| All | +94.8% | +47.6% | +47.2% | +59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling