+79.0%
TFC vs AR
+58.9%
+20.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.3% |
| 7D | -1.2% | +2.1% | -3.3% | -1.6% |
| 30D | +7.8% | +4.5% | +3.2% | +6.6% |
| 3M | -3.0% | +1.0% | -4.0% | -3.5% |
| 6M | +5.8% | +4.4% | +1.4% | +4.1% |
| YTD | +5.3% | +10.9% | -5.6% | +1.5% |
| 1Y | +15.7% | +8.6% | +7.1% | +11.7% |
| 3Y | +94.8% | +48.5% | +46.3% | +71.9% |
| 5Y | 0.0% | +95.7% | -95.7% | -19.8% |
| 10Y | +79.0% | +55.5% | +23.6% | +0.8% |
| All | +79.0% | +58.9% | +20.1% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling