+158.4%
TFC vs AG
+445.6%
-287.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.2% |
| 7D | +2.4% | +1.0% | +1.4% | +2.4% |
| 30D | -1.3% | +19.2% | -20.5% | -2.4% |
| 3M | +6.1% | +6.2% | -0.1% | +5.3% |
| 6M | +7.3% | -26.7% | +34.0% | +8.5% |
| YTD | +8.2% | +26.1% | -17.9% | +5.5% |
| 1Y | +14.4% | +131.7% | -117.2% | +7.1% |
| 3Y | +93.7% | +255.3% | -161.6% | +73.4% |
| 5Y | +16.4% | +61.9% | -45.5% | +7.1% |
| 10Y | +101.6% | +72.0% | +29.5% | +75.4% |
| All | +158.4% | +445.6% | -287.2% | +50.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling