+421.5%
TFC vs FE
+566.1%
-144.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.9% | -2.0% |
| 7D | +1.1% | +0.6% | +0.5% | +0.8% |
| 30D | +7.8% | +6.4% | +1.3% | +5.0% |
| 3M | -4.8% | -0.5% | -4.3% | -4.6% |
| 6M | +1.8% | +4.7% | -2.9% | -0.3% |
| YTD | +4.4% | +8.4% | -4.0% | +0.4% |
| 1Y | +18.0% | +7.2% | +10.7% | +13.8% |
| 3Y | +85.2% | +44.9% | +40.3% | +55.3% |
| 5Y | -1.4% | +46.3% | -47.7% | -18.4% |
| 10Y | +95.7% | +110.3% | -14.5% | +34.8% |
| All | +421.5% | +566.1% | -144.6% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling