+59.2%
TFC vs AHR
+360.2%
-301.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.2% |
| 7D | -2.5% | -3.0% | +0.6% | -1.8% |
| 30D | -2.8% | +2.6% | -5.4% | -3.5% |
| 3M | +2.1% | +16.0% | -13.9% | -1.8% |
| 6M | +10.1% | +3.1% | +7.0% | +8.7% |
| YTD | +5.4% | +16.0% | -10.6% | +0.9% |
| 1Y | +16.3% | +28.0% | -11.6% | +7.8% |
| All | +59.2% | +360.2% | -301.0% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling