+75.7%
TFC vs ALLE
+211.7%
-136.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.6% |
| 7D | +2.3% | +3.6% | -1.3% | 0.0% |
| 30D | +10.8% | +25.9% | -15.1% | -4.6% |
| 3M | -3.8% | +15.8% | -19.5% | -12.9% |
| 6M | +9.6% | +48.1% | -38.5% | -16.5% |
| YTD | +5.8% | +22.0% | -16.2% | -9.3% |
| 1Y | +16.2% | +18.0% | -1.9% | +1.6% |
| 3Y | +96.0% | +93.1% | +2.9% | +19.1% |
| 5Y | +1.7% | +52.1% | -50.4% | -28.4% |
| All | +75.7% | +211.7% | -136.0% | -12.5% |
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