+2,637.6%
TFC vs AON
+5,388.5%
-2,750.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.6% |
| 7D | +2.3% | +1.0% | +1.2% | +1.8% |
| 30D | +10.8% | +23.2% | -12.4% | +1.4% |
| 3M | -3.8% | -5.0% | +1.3% | -2.2% |
| 6M | +9.6% | +9.3% | +0.2% | +4.5% |
| YTD | +5.8% | -3.4% | +9.2% | +5.5% |
| 1Y | +16.2% | -2.9% | +19.0% | +15.5% |
| 3Y | +96.0% | +3.6% | +92.3% | +86.5% |
| 5Y | +1.7% | +16.9% | -15.2% | -8.9% |
| 10Y | +79.9% | +234.4% | -154.5% | +4.3% |
| All | +2,637.6% | +5,388.5% | -2,750.9% | +732.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling