-3.0%
TFC vs AG
+12.9%
-16.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.7% | -1.0% |
| 7D | +1.2% | +6.3% | -5.1% | +0.9% |
| 30D | +8.3% | -8.9% | +17.3% | +8.7% |
| 3M | -5.2% | -12.2% | +7.0% | -4.8% |
| 6M | -0.8% | -28.3% | +27.5% | +0.2% |
| YTD | +3.4% | -8.8% | +12.3% | +2.7% |
| 1Y | +17.0% | +39.4% | -22.3% | +13.7% |
| 3Y | +86.2% | +229.4% | -143.3% | +69.8% |
| All | -3.0% | +12.9% | -16.0% | -1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling