+17.3%
TFC vs FE
+45.0%
-27.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.3% |
| 7D | +2.4% | +1.9% | +0.5% | +1.7% |
| 30D | -1.3% | -1.2% | -0.1% | -0.9% |
| 3M | +6.1% | +3.5% | +2.6% | +4.6% |
| 6M | +7.3% | -6.1% | +13.4% | +9.6% |
| YTD | +8.2% | +7.6% | +0.6% | +4.6% |
| 1Y | +14.4% | +11.9% | +2.5% | +8.7% |
| 3Y | +93.7% | +48.4% | +45.3% | +58.8% |
| All | +17.3% | +45.0% | -27.7% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling