+91.1%
TFC vs ACI
+25.9%
+65.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.0% |
| 6M | +7.3% | -24.7% | +32.1% | +9.9% |
| YTD | +8.2% | -24.4% | +32.6% | +10.5% |
| 1Y | +14.4% | -31.5% | +45.9% | +18.0% |
| 3Y | +93.7% | -38.7% | +132.4% | +101.1% |
| 5Y | +16.4% | -42.8% | +59.2% | +19.9% |
| All | +91.1% | +25.9% | +65.2% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling