+14.0%
TFC vs AG
+15.8%
-1.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.5% | -0.5% |
| 7D | +0.1% | -6.0% | +6.1% | +0.4% |
| 30D | +8.6% | -14.3% | +23.0% | +9.3% |
| 3M | -4.3% | -26.9% | +22.6% | -3.2% |
| 6M | +5.4% | -42.1% | +47.5% | +7.4% |
| YTD | +4.5% | -15.9% | +20.4% | +3.8% |
| 1Y | +14.0% | +11.5% | +2.5% | +12.0% |
| All | +14.0% | +15.8% | -1.9% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling