+95.6%
TFC vs AEM
+378.0%
-282.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | +0.1% |
| 7D | -2.4% | -2.1% | -0.3% | -2.4% |
| 30D | -3.4% | +8.4% | -11.8% | -3.3% |
| 3M | +0.4% | +27.3% | -26.9% | +0.5% |
| 6M | +12.7% | -9.7% | +22.3% | +12.5% |
| YTD | +5.6% | +19.0% | -13.4% | +5.7% |
| 1Y | +16.0% | +31.5% | -15.5% | +16.3% |
| 3Y | +94.0% | +338.7% | -244.7% | +95.8% |
| 5Y | +16.2% | +307.4% | -291.3% | +17.0% |
| All | +95.6% | +378.0% | -282.4% | +101.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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