+73.5%
TFC vs ALB
+34.2%
+39.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.4% |
| 7D | +0.1% | -3.6% | +3.7% | +1.1% |
| 30D | +8.6% | -2.9% | +11.5% | +9.2% |
| 3M | -4.3% | -25.8% | +21.5% | +3.1% |
| 6M | +5.4% | -53.6% | +59.0% | +28.5% |
| YTD | +4.5% | -32.4% | +36.9% | +11.0% |
| 1Y | +14.0% | -13.0% | +27.0% | +11.6% |
| 3Y | +93.4% | -15.0% | +108.4% | +70.6% |
| 5Y | +0.5% | -63.5% | +64.0% | +13.8% |
| All | +73.5% | +34.2% | +39.3% | +0.8% |
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