+104.5%
TFC vs ALC
-13.4%
+117.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.8% |
| 7D | +2.4% | -2.1% | +4.5% | +3.1% |
| 30D | -1.3% | -0.1% | -1.2% | -1.4% |
| 3M | +6.1% | +5.9% | +0.2% | +3.7% |
| 6M | +7.3% | -15.9% | +23.3% | +13.2% |
| YTD | +8.2% | -10.1% | +18.3% | +11.2% |
| 1Y | +14.4% | -10.2% | +24.7% | +17.3% |
| All | +104.5% | -13.4% | +117.9% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling