+17.3%
TFC vs ACI
-42.9%
+60.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.1% |
| 3M | +6.1% | -19.8% | +25.8% | +8.7% |
| 6M | +7.3% | -24.7% | +32.1% | +10.7% |
| YTD | +8.2% | -24.4% | +32.6% | +11.2% |
| 1Y | +14.4% | -31.5% | +45.9% | +19.2% |
| 3Y | +93.7% | -38.7% | +132.4% | +103.9% |
| All | +17.3% | -42.9% | +60.2% | +23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling