+84.7%
TFC vs ALLE
+233.6%
-148.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.8% | +0.2% |
| 7D | +0.3% | -0.6% | +1.0% | +0.7% |
| 30D | +9.2% | +26.6% | -17.5% | -6.4% |
| 3M | -2.9% | +13.2% | -16.1% | -10.9% |
| 6M | +3.5% | +42.9% | -39.4% | -19.2% |
| YTD | +5.4% | +21.0% | -15.6% | -9.2% |
| 1Y | +17.3% | +15.2% | +2.2% | +4.3% |
| 3Y | +96.7% | +95.6% | +1.1% | +18.4% |
| 5Y | -1.1% | +53.4% | -54.5% | -30.9% |
| 10Y | +84.7% | +221.5% | -136.8% | -8.1% |
| All | +84.7% | +233.6% | -148.9% | -8.1% |
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