+88.5%
ACN vs TFC
+97.4%
-8.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.5% |
| 7D | -6.3% | -1.3% | -5.0% | -5.8% |
| 30D | -1.4% | -2.3% | +1.0% | -0.6% |
| 3M | +2.6% | +2.5% | +0.1% | +1.5% |
| 6M | -14.3% | +9.5% | -23.8% | -17.5% |
| YTD | -33.1% | +5.1% | -38.2% | -34.7% |
| 1Y | -28.8% | +15.5% | -44.3% | -32.9% |
| 3Y | -43.0% | +95.2% | -138.1% | -57.0% |
| 5Y | -44.0% | +14.5% | -58.5% | -49.5% |
| 10Y | +88.5% | +97.2% | -8.7% | +36.1% |
| All | +88.5% | +97.4% | -8.9% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling