+147.6%
TFC vs ALLE
+260.9%
-113.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.5% |
| 7D | +2.4% | -0.2% | +2.6% | +2.6% |
| 30D | -1.3% | -6.8% | +5.5% | +2.9% |
| 3M | +6.1% | +21.0% | -15.0% | -6.7% |
| 6M | +7.3% | +1.1% | +6.2% | +5.1% |
| YTD | +8.2% | -0.5% | +8.7% | +6.3% |
| 1Y | +14.4% | -7.3% | +21.7% | +17.1% |
| 3Y | +93.7% | +42.3% | +51.5% | +48.1% |
| 5Y | +16.4% | +13.5% | +2.9% | +0.7% |
| 10Y | +101.6% | +144.0% | -42.5% | +15.0% |
| All | +147.6% | +260.9% | -113.2% | +22.4% |
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