+85.9%
TFC vs ACI
+34.0%
+52.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.4% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | +9.0% | +9.5% | -0.5% | +7.9% |
| 3M | -2.1% | +10.1% | -12.2% | -3.2% |
| 6M | +3.4% | -15.4% | +18.7% | +4.6% |
| YTD | +5.3% | -19.5% | +24.8% | +6.7% |
| 1Y | +16.2% | -21.0% | +37.1% | +18.0% |
| 3Y | +94.8% | -31.2% | +126.0% | +99.7% |
| 5Y | -0.7% | -40.6% | +39.9% | +1.9% |
| All | +85.9% | +34.0% | +52.0% | +98.6% |
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