+14.0%
TFC vs ALNY
+30.5%
-16.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | -2.4% | -6.5% | +4.1% | -1.8% |
| 30D | -3.4% | +11.0% | -14.4% | -4.4% |
| 3M | +0.4% | -14.1% | +14.5% | +1.2% |
| 6M | +12.7% | -22.4% | +35.1% | +14.6% |
| YTD | +5.6% | -37.5% | +43.0% | +9.6% |
| 1Y | +16.0% | -46.9% | +63.0% | +22.3% |
| 3Y | +94.0% | +22.1% | +71.9% | +82.6% |
| All | +14.0% | +30.5% | -16.5% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 5y: compounded portfolio wealth divided by compounded ALNY 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…
5y analysis · Full analysis span regression · 6 months rolling