+2,637.6%
TFC vs AEM
+3,071.7%
-434.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +2.3% | -6.8% | +9.1% | +2.4% |
| 30D | +10.8% | +0.8% | +10.0% | +10.8% |
| 3M | -3.8% | -0.8% | -2.9% | -3.8% |
| 6M | +9.6% | -8.5% | +18.1% | +9.6% |
| YTD | +5.8% | +5.9% | -0.2% | +5.5% |
| 1Y | +16.2% | +6.6% | +9.6% | +15.8% |
| 3Y | +96.0% | +302.2% | -206.2% | +90.3% |
| 5Y | +1.7% | +250.8% | -249.1% | -1.3% |
| 10Y | +79.9% | +406.1% | -326.2% | +72.1% |
| All | +2,637.6% | +3,071.7% | -434.1% | +2,384.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling