+14.6%
TFC vs ACI
-33.6%
+48.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.1% | -1.9% |
| 7D | +2.2% | -2.6% | +4.8% | +2.5% |
| 30D | -2.5% | +1.1% | -3.6% | -2.5% |
| 3M | +4.5% | -23.6% | +28.2% | +6.0% |
| 6M | +11.0% | -29.9% | +40.9% | +12.9% |
| YTD | +5.9% | -26.9% | +32.8% | +6.6% |
| 1Y | +14.6% | -34.2% | +48.8% | +19.6% |
| All | +14.6% | -33.6% | +48.2% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling