+0.5%
TFC vs FE
+46.0%
-45.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +8.6% | +3.9% | +4.8% | +7.2% |
| 3M | -4.3% | -0.1% | -4.2% | -4.3% |
| 6M | +5.4% | +6.1% | -0.7% | +3.0% |
| YTD | +4.5% | +8.1% | -3.5% | +0.9% |
| 1Y | +14.0% | +4.4% | +9.6% | +11.4% |
| 3Y | +93.4% | +49.0% | +44.3% | +57.8% |
| 5Y | +0.5% | +46.1% | -45.7% | -22.9% |
| All | +0.5% | +46.0% | -45.5% | -22.9% |
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