+152.3%
ACN vs TFC
+79.2%
+73.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.2% |
| 7D | -3.8% | +2.3% | -6.1% | -4.7% |
| 30D | +16.5% | +10.8% | +5.7% | +12.1% |
| 3M | +41.5% | -3.8% | +45.2% | +43.3% |
| 6M | +60.1% | +9.6% | +50.5% | +54.1% |
| YTD | -3.9% | +5.8% | -9.7% | -6.6% |
| 1Y | +4.1% | +16.2% | -12.1% | -2.2% |
| 3Y | -15.9% | +96.0% | -111.8% | -36.6% |
| 5Y | -26.3% | +1.7% | -28.0% | -30.3% |
| All | +152.3% | +79.2% | +73.1% | +84.1% |
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