+215.8%
TFC vs ALNY
+4,129.5%
-3,913.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -1.3% | -3.5% | +2.2% | -0.8% |
| 30D | -2.3% | +18.9% | -21.2% | -4.7% |
| 3M | +2.5% | -13.3% | +15.8% | +3.4% |
| 6M | +9.5% | -20.3% | +29.7% | +11.5% |
| YTD | +5.1% | -35.1% | +40.2% | +9.9% |
| 1Y | +15.5% | -46.5% | +62.0% | +23.7% |
| 3Y | +95.2% | +28.1% | +67.1% | +80.1% |
| 5Y | +14.5% | +36.1% | -21.6% | +1.2% |
| 10Y | +97.2% | +269.7% | -172.5% | +34.3% |
| All | +215.8% | +4,129.5% | -3,913.7% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling