+98.6%
TFC vs ALM
+3,219.4%
-3,120.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.8% | -11.0% | -2.4% |
| 7D | +2.2% | +8.4% | -6.2% | +1.9% |
| 30D | -2.5% | +34.8% | -37.3% | -3.6% |
| 3M | +4.5% | +16.2% | -11.7% | +3.6% |
| 6M | +11.0% | +2.1% | +8.8% | +10.0% |
| YTD | +5.9% | +117.0% | -111.1% | +1.9% |
| 1Y | +14.6% | +313.9% | -299.3% | +7.4% |
| 3Y | +96.7% | +2,327.9% | -2,231.2% | +69.4% |
| 5Y | +15.6% | +1,040.6% | -1,025.1% | +1.0% |
| 10Y | +98.6% | +3,219.4% | -3,120.8% | +67.9% |
| All | +98.6% | +3,219.4% | -3,120.8% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling