+86.2%
TFC vs AG
+219.8%
-133.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | +1.2% | +6.3% | -5.1% | +0.8% |
| 30D | +8.3% | -8.9% | +17.3% | +8.8% |
| 3M | -5.2% | -12.2% | +7.0% | -4.7% |
| 6M | -0.8% | -28.3% | +27.5% | +0.5% |
| YTD | +3.4% | -8.8% | +12.3% | +2.2% |
| 1Y | +17.0% | +39.4% | -22.3% | +12.2% |
| 3Y | +86.2% | +229.4% | -143.3% | +49.1% |
| All | +86.2% | +219.8% | -133.6% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling