+79.0%
TFC vs ALB
+35.3%
+43.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.3% |
| 7D | -1.2% | +1.1% | -2.3% | -1.6% |
| 30D | +7.8% | -2.6% | +10.3% | +8.3% |
| 3M | -3.0% | -25.6% | +22.6% | +4.5% |
| 6M | +5.8% | -54.0% | +59.8% | +29.3% |
| YTD | +5.3% | -31.6% | +36.9% | +11.4% |
| 1Y | +15.7% | -6.6% | +22.2% | +10.8% |
| 3Y | +94.8% | -14.0% | +108.8% | +71.3% |
| 5Y | 0.0% | -62.5% | +62.6% | +12.3% |
| 10Y | +79.0% | +36.3% | +42.7% | +8.1% |
| All | +79.0% | +35.3% | +43.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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