+59.4%
TFC vs AHR
+356.1%
-296.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -2.4% | -2.1% | -0.3% | -1.9% |
| 30D | -3.4% | +1.9% | -5.2% | -3.9% |
| 3M | +0.4% | +15.7% | -15.2% | -3.4% |
| 6M | +12.7% | +2.5% | +10.2% | +11.4% |
| YTD | +5.6% | +15.0% | -9.4% | +1.2% |
| 1Y | +16.0% | +28.1% | -12.1% | +7.4% |
| All | +59.4% | +356.1% | -296.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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