+96.0%
TFC vs ALM
+909.2%
-813.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.7% | -6.5% | +0.9% |
| 7D | +2.3% | +1.2% | +1.0% | +2.2% |
| 30D | +10.8% | -19.3% | +30.1% | +11.6% |
| 3M | -3.8% | -40.6% | +36.9% | -2.2% |
| 6M | +9.6% | -57.9% | +67.5% | +12.5% |
| YTD | +5.8% | -6.7% | +12.5% | +4.6% |
| 1Y | +16.2% | +20.2% | -4.0% | +13.5% |
| 3Y | +96.0% | +879.4% | -783.5% | +75.9% |
| All | +96.0% | +909.2% | -813.2% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling