+2,408.2%
ACN vs TFC
+250.5%
+2,157.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.7% |
| 7D | +1.6% | +1.7% | -0.2% | +1.0% |
| 30D | +24.6% | +9.0% | +15.6% | +21.1% |
| 3M | +46.2% | -2.1% | +48.3% | +47.0% |
| 6M | +46.2% | +3.4% | +42.8% | +44.3% |
| YTD | -0.9% | +5.3% | -6.2% | -3.1% |
| 1Y | +8.8% | +16.2% | -7.4% | +2.9% |
| 3Y | -14.3% | +94.8% | -109.1% | -32.9% |
| 5Y | -22.6% | -0.7% | -22.0% | -26.3% |
| 10Y | +153.7% | +80.9% | +72.9% | +86.7% |
| All | +2,408.2% | +250.5% | +2,157.7% | +979.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling