+15.7%
TFC vs AG
+23.1%
-7.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.1% |
| 7D | -1.2% | -4.0% | +2.8% | -1.0% |
| 30D | +7.8% | -13.1% | +20.8% | +8.3% |
| 3M | -3.0% | -22.0% | +19.1% | -2.1% |
| 6M | +5.8% | -37.3% | +43.1% | +7.4% |
| YTD | +5.3% | -11.2% | +16.5% | +4.3% |
| 1Y | +15.7% | +23.9% | -8.3% | +12.9% |
| All | +15.7% | +23.1% | -7.4% | +12.9% |
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