+2,628.6%
TFC vs AA
+231.6%
+2,397.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.8% | -3.8% | +0.2% |
| 7D | +0.3% | +4.8% | -4.5% | -1.2% |
| 30D | +9.2% | -0.6% | +9.8% | +9.1% |
| 3M | -2.9% | -16.3% | +13.4% | +1.6% |
| 6M | +3.5% | -33.4% | +36.9% | +14.3% |
| YTD | +5.4% | -20.7% | +26.1% | +8.1% |
| 1Y | +17.3% | +12.9% | +4.4% | +7.0% |
| 3Y | +96.7% | +75.7% | +21.0% | +45.8% |
| 5Y | -1.1% | -6.8% | +5.7% | -18.5% |
| 10Y | +84.7% | +53.6% | +31.1% | +6.4% |
| All | +2,628.6% | +231.6% | +2,397.0% | +1,046.2% |
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 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