+14.0%
TFC vs ALM
+7.9%
+6.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.5% |
| 7D | +0.1% | -4.0% | +4.1% | +0.2% |
| 30D | +8.6% | -30.5% | +39.2% | +9.9% |
| 3M | -4.3% | -46.9% | +42.6% | -2.7% |
| 6M | +5.4% | -65.5% | +70.9% | +8.9% |
| YTD | +4.5% | -13.4% | +17.9% | +6.1% |
| 1Y | +14.0% | +9.8% | +4.2% | +16.7% |
| All | +14.0% | +7.9% | +6.1% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling