+2,700.2%
TFC vs AA
+295.2%
+2,405.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | -1.3% | +5.0% | -6.3% | -3.2% |
| 3M | +6.1% | -35.8% | +41.9% | +19.7% |
| 6M | +7.3% | -18.4% | +25.7% | +10.8% |
| YTD | +8.2% | -5.5% | +13.7% | +5.6% |
| 1Y | +14.4% | +61.0% | -46.5% | -7.1% |
| 3Y | +93.7% | +66.2% | +27.5% | +46.3% |
| 5Y | +16.4% | +11.4% | +5.0% | -9.8% |
| 10Y | +101.6% | +116.9% | -15.3% | +4.2% |
| All | +2,700.2% | +295.2% | +2,405.0% | +1,020.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling