-3.0%
TFC vs FE
+42.2%
-45.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.4% |
| 7D | +1.2% | -1.0% | +2.2% | +1.6% |
| 30D | +8.3% | +4.1% | +4.2% | +6.8% |
| 3M | -5.2% | -1.0% | -4.2% | -4.8% |
| 6M | -0.8% | +4.0% | -4.8% | -2.4% |
| YTD | +3.4% | +6.8% | -3.4% | +0.3% |
| 1Y | +17.0% | +5.3% | +11.7% | +13.9% |
| 3Y | +86.2% | +44.6% | +41.6% | +54.1% |
| All | -3.0% | +42.2% | -45.2% | -25.8% |
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