+95.6%
TFC vs AON
+204.8%
-109.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +1.0% |
| 7D | -2.4% | -6.3% | +3.9% | +1.0% |
| 30D | -3.4% | -14.1% | +10.7% | +4.3% |
| 3M | +0.4% | -9.5% | +9.9% | +4.9% |
| 6M | +12.7% | -4.0% | +16.7% | +13.2% |
| YTD | +5.6% | -13.8% | +19.4% | +12.0% |
| 1Y | +16.0% | -18.3% | +34.3% | +26.6% |
| 3Y | +94.0% | -7.2% | +101.2% | +91.9% |
| 5Y | +16.2% | +7.3% | +8.8% | +1.6% |
| All | +95.6% | +204.8% | -109.2% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 10y: compounded portfolio wealth divided by compounded AON 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…
10y analysis · Full analysis span regression · 6 months rolling