+21.3%
TFC vs AR
+14.7%
+6.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -6.3% | +9.2% | +2.5% |
| 7D | +5.1% | -11.1% | +16.2% | +4.3% |
| 30D | +9.8% | +7.9% | +1.9% | +10.2% |
| 3M | -2.4% | +4.9% | -7.3% | -1.9% |
| 6M | +4.9% | -5.3% | +10.2% | +4.5% |
| YTD | +6.6% | +8.6% | -2.1% | +6.3% |
| 1Y | +21.3% | +13.7% | +7.6% | +19.7% |
| All | +21.3% | +14.7% | +6.6% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling