+94.8%
TFC vs ALLE
+92.8%
+2.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +9.0% | +25.9% | -16.9% | -1.5% |
| 3M | -2.1% | +14.9% | -17.0% | -8.0% |
| 6M | +3.4% | +42.1% | -38.7% | -12.5% |
| YTD | +5.3% | +20.4% | -15.1% | -4.1% |
| 1Y | +16.2% | +14.9% | +1.3% | +8.4% |
| 3Y | +94.8% | +90.1% | +4.7% | +27.7% |
| All | +94.8% | +92.8% | +2.0% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling