+75.7%
TFC vs AA
+42.1%
+33.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.7% |
| 7D | +2.3% | +0.5% | +1.8% | +2.0% |
| 30D | +10.8% | -0.6% | +11.4% | +10.7% |
| 3M | -3.8% | -19.7% | +15.9% | +1.7% |
| 6M | +9.6% | -41.6% | +51.2% | +25.1% |
| YTD | +5.8% | -24.6% | +30.4% | +9.6% |
| 1Y | +16.2% | +4.9% | +11.3% | +8.3% |
| 3Y | +96.0% | +66.8% | +29.1% | +47.2% |
| 5Y | +1.7% | -19.4% | +21.1% | -13.1% |
| All | +75.7% | +42.1% | +33.5% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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