+86.2%
TFC vs ALB
-16.8%
+103.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +1.2% | +9.1% | -7.9% | -0.1% |
| 30D | +8.3% | -3.4% | +11.7% | +8.8% |
| 3M | -5.2% | -20.6% | +15.4% | -2.3% |
| 6M | -0.8% | -48.2% | +47.4% | +8.5% |
| YTD | +3.4% | -29.2% | +32.7% | +5.9% |
| 1Y | +17.0% | +10.0% | +7.0% | +10.3% |
| 3Y | +86.2% | -12.9% | +99.1% | +67.5% |
| All | +86.2% | -16.8% | +103.0% | +67.5% |
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