+13.7%
TFC vs AAOX
-93.2%
+106.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.8% | +12.0% | +1.1% |
| 7D | +2.3% | -3.4% | +5.6% | +2.3% |
| 30D | +10.8% | -72.8% | +83.7% | +9.6% |
| 3M | -3.8% | -90.7% | +86.9% | -5.5% |
| 6M | +9.6% | -98.2% | +107.8% | +6.6% |
| All | +13.7% | -93.2% | +106.9% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 5y: compounded portfolio wealth divided by compounded AAOX 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…
5y analysis · Full analysis span regression · 6 months rolling