+84.7%
TFC vs ALM
+2,221.4%
-2,136.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.1% | -6.1% | +1.6% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | +9.2% | -26.1% | +35.2% | +10.2% |
| 3M | -2.9% | -38.1% | +35.2% | -1.5% |
| 6M | +3.5% | -55.4% | +58.9% | +5.7% |
| YTD | +5.4% | -0.4% | +5.8% | +4.2% |
| 1Y | +17.3% | +25.4% | -8.0% | +14.8% |
| 3Y | +96.7% | +907.8% | -811.1% | +75.3% |
| 5Y | -1.1% | +440.2% | -441.3% | -11.2% |
| 10Y | +84.7% | +2,031.1% | -1,946.4% | +65.1% |
| All | +84.7% | +2,221.4% | -2,136.7% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling