+2,700.2%
TFC vs AON
+5,128.2%
-2,428.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.6% |
| 7D | +2.4% | -9.1% | +11.5% | +6.4% |
| 30D | -1.3% | -10.2% | +8.9% | +3.0% |
| 3M | +6.1% | +0.5% | +5.6% | +5.2% |
| 6M | +7.3% | -4.8% | +12.2% | +8.4% |
| YTD | +8.2% | -8.0% | +16.2% | +10.4% |
| 1Y | +14.4% | -13.1% | +27.5% | +19.5% |
| 3Y | +93.7% | -1.3% | +95.0% | +88.7% |
| 5Y | +16.4% | +14.9% | +1.5% | +5.0% |
| 10Y | +101.6% | +214.9% | -113.3% | +20.0% |
| All | +2,700.2% | +5,128.2% | -2,428.0% | +771.2% |
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