+86.2%
TFC vs ACI
+31.1%
+55.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +0.3% | -5.9% | +6.2% | +1.0% |
| 30D | +9.2% | +7.2% | +1.9% | +8.3% |
| 3M | -2.9% | +8.8% | -11.7% | -3.8% |
| 6M | +3.5% | -17.2% | +20.7% | +4.9% |
| YTD | +5.4% | -21.3% | +26.7% | +7.1% |
| 1Y | +17.3% | -23.7% | +41.1% | +19.6% |
| 3Y | +96.7% | -32.8% | +129.5% | +102.2% |
| 5Y | -1.1% | -41.4% | +40.3% | +1.7% |
| All | +86.2% | +31.1% | +55.1% | +99.3% |
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