+139.0%
TFC vs ALLE
+331.3%
-192.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -0.3% |
| 7D | +1.1% | 0.0% | +1.0% | +1.1% |
| 30D | +7.8% | +20.6% | -12.8% | -4.2% |
| 3M | -4.8% | +11.4% | -16.2% | -11.4% |
| 6M | +1.8% | +42.5% | -40.7% | -19.4% |
| YTD | +4.4% | +18.9% | -14.5% | -8.4% |
| 1Y | +18.0% | +14.2% | +3.8% | +6.0% |
| 3Y | +85.2% | +90.7% | -5.5% | +17.2% |
| 5Y | -1.4% | +52.5% | -53.9% | -29.3% |
| 10Y | +95.7% | +231.2% | -135.5% | -5.7% |
| All | +139.0% | +331.3% | -192.4% | +5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling