+1,697.2%
ACN vs TFC
+260.2%
+1,437.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -1.5% | +2.4% | -3.9% | -2.3% |
| 30D | +9.4% | -1.3% | +10.7% | +9.7% |
| 3M | +5.6% | +6.1% | -0.4% | +3.5% |
| 6M | -9.3% | +7.3% | -16.6% | -11.8% |
| YTD | -29.0% | +8.2% | -37.2% | -31.2% |
| 1Y | -24.7% | +14.4% | -39.1% | -28.3% |
| 3Y | -39.8% | +93.7% | -133.5% | -53.0% |
| 5Y | -40.9% | +16.4% | -57.3% | -46.6% |
| 10Y | +91.1% | +101.6% | -10.4% | +35.8% |
| All | +1,697.2% | +260.2% | +1,437.0% | +666.5% |
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 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