+98.6%
TFC vs AA
+121.7%
-23.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.5% | -5.7% | -3.1% |
| 7D | +2.2% | +1.7% | +0.6% | +1.7% |
| 30D | -2.5% | +3.3% | -5.8% | -3.8% |
| 3M | +4.5% | -29.4% | +34.0% | +14.2% |
| 6M | +11.0% | -12.8% | +23.8% | +12.1% |
| YTD | +5.9% | -2.1% | +8.0% | +2.3% |
| 1Y | +14.6% | +62.8% | -48.2% | -6.8% |
| 3Y | +96.7% | +90.5% | +6.2% | +42.9% |
| 5Y | +15.6% | +19.1% | -3.5% | -13.2% |
| 10Y | +98.6% | +124.8% | -26.2% | -15.9% |
| All | +98.6% | +121.7% | -23.1% | -15.9% |
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