+11.9%
ACN vs TFC
+20.8%
-8.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.9% | +2.6% |
| 7D | +8.6% | +5.1% | +3.5% | +6.4% |
| 30D | +36.6% | +9.8% | +26.8% | +31.5% |
| 3M | +56.3% | -2.4% | +58.7% | +57.4% |
| 6M | +49.7% | +4.9% | +44.7% | +46.1% |
| YTD | +1.3% | +6.6% | -5.2% | -2.0% |
| 1Y | +11.9% | +21.3% | -9.4% | -8.5% |
| All | +11.9% | +20.8% | -8.9% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling