+104.5%
TFC vs ACI
-40.4%
+144.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | +2.4% | +0.2% | +2.3% | +2.4% |
| 30D | -1.3% | +5.9% | -7.2% | -1.9% |
| 3M | +6.1% | -19.8% | +25.8% | +8.2% |
| 6M | +7.3% | -24.7% | +32.1% | +10.1% |
| YTD | +8.2% | -24.4% | +32.6% | +10.4% |
| 1Y | +14.4% | -31.5% | +45.9% | +18.5% |
| All | +104.5% | -40.4% | +144.9% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling