+45.5%
TFC vs ALC
+26.4%
+19.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.3% |
| 7D | +0.1% | -6.2% | +6.3% | +3.2% |
| 30D | +8.6% | +14.0% | -5.4% | +1.7% |
| 3M | -4.3% | -2.4% | -2.0% | -3.5% |
| 6M | +5.4% | +12.6% | -7.2% | -1.4% |
| YTD | +4.5% | -8.4% | +12.9% | +7.3% |
| 1Y | +14.0% | -9.1% | +23.1% | +17.4% |
| 3Y | +93.4% | -0.3% | +93.6% | +81.7% |
| 5Y | +0.5% | -9.9% | +10.4% | -2.5% |
| All | +45.5% | +26.4% | +19.1% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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