+96.6%
TFC vs ALB
-34.0%
+130.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.4% | +4.5% | +0.8% |
| 7D | +2.4% | -8.1% | +10.5% | +3.7% |
| 30D | -1.3% | +6.3% | -7.6% | -2.4% |
| 3M | +6.1% | -23.6% | +29.6% | +10.2% |
| 6M | +7.3% | -24.6% | +31.9% | +10.7% |
| YTD | +8.2% | -10.3% | +18.5% | +7.2% |
| 1Y | +14.4% | +61.5% | -47.0% | +0.1% |
| All | +96.6% | -34.0% | +130.6% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling