+84.7%
TFC vs ALB
+38.2%
+46.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +2.0% |
| 7D | +0.3% | +9.5% | -9.1% | -2.2% |
| 30D | +9.2% | -2.1% | +11.3% | +9.5% |
| 3M | -2.9% | -24.1% | +21.2% | +4.0% |
| 6M | +3.5% | -51.0% | +54.5% | +24.2% |
| YTD | +5.4% | -29.3% | +34.8% | +10.6% |
| 1Y | +17.3% | +3.2% | +14.1% | +9.1% |
| 3Y | +96.7% | -9.3% | +106.0% | +70.2% |
| 5Y | -1.1% | -61.6% | +60.5% | +10.4% |
| 10Y | +84.7% | +40.8% | +43.9% | +10.7% |
| All | +84.7% | +38.2% | +46.5% | +10.7% |
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