+96.6%
TFC vs ALM
+2,063.1%
-1,966.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.1% |
| 7D | +2.4% | -2.6% | +5.0% | +2.5% |
| 30D | -1.3% | +32.0% | -33.3% | -2.5% |
| 3M | +6.1% | -15.0% | +21.1% | +6.3% |
| 6M | +7.3% | -10.1% | +17.5% | +6.9% |
| YTD | +8.2% | +99.4% | -91.2% | +4.2% |
| 1Y | +14.4% | +316.4% | -301.9% | +6.9% |
| All | +96.6% | +2,063.1% | -1,966.5% | +68.2% |
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