+16.3%
TFC vs ALB
-1.1%
+17.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.1% | +1.9% |
| 7D | +0.3% | +9.5% | -9.1% | -0.1% |
| 30D | +9.2% | -2.1% | +11.3% | +9.2% |
| 3M | -2.9% | -24.1% | +21.2% | -1.8% |
| 6M | +3.5% | -51.0% | +54.5% | +7.0% |
| YTD | +5.4% | -29.3% | +34.8% | +5.4% |
| All | +16.3% | -1.1% | +17.5% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling