+85.5%
TFC vs ACI
+18.9%
+66.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.5% |
| 7D | -1.3% | -5.0% | +3.7% | -0.8% |
| 30D | -2.3% | -2.3% | 0.0% | -2.1% |
| 3M | +2.5% | -23.2% | +25.7% | +4.8% |
| 6M | +9.5% | -29.5% | +39.0% | +12.8% |
| YTD | +5.1% | -28.6% | +33.7% | +7.9% |
| 1Y | +15.5% | -34.0% | +49.5% | +19.5% |
| 3Y | +95.2% | -45.0% | +140.1% | +104.8% |
| 5Y | +14.5% | -44.0% | +58.5% | +18.6% |
| All | +85.5% | +18.9% | +66.7% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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