+95.6%
TFC vs AGI
+392.3%
-296.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.2% |
| 7D | -2.4% | -2.7% | +0.3% | -2.5% |
| 30D | -3.4% | +7.2% | -10.6% | -3.2% |
| 3M | +0.4% | +4.3% | -3.8% | +0.6% |
| 6M | +12.7% | -27.1% | +39.8% | +12.1% |
| YTD | +5.6% | -6.6% | +12.2% | +5.7% |
| 1Y | +16.0% | +9.5% | +6.5% | +16.7% |
| 3Y | +94.0% | +208.4% | -114.5% | +100.3% |
| 5Y | +16.2% | +401.6% | -385.5% | +22.7% |
| All | +95.6% | +392.3% | -296.8% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling