+88.5%
TFC vs ALLE
+222.4%
-133.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | +1.2% | -0.6% | +1.8% | +1.6% |
| 30D | +8.3% | +25.3% | -17.0% | -6.6% |
| 3M | -5.2% | +10.3% | -15.5% | -11.5% |
| 6M | -0.8% | +38.0% | -38.8% | -20.9% |
| YTD | +3.4% | +17.8% | -14.3% | -9.4% |
| 1Y | +17.0% | +13.6% | +3.4% | +4.9% |
| 3Y | +86.2% | +89.2% | -3.0% | +14.5% |
| 5Y | -2.3% | +51.1% | -53.3% | -31.2% |
| All | +88.5% | +222.4% | -133.9% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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