+73.5%
TFC vs AR
+57.2%
+16.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -1.0% |
| 7D | +0.1% | +6.4% | -6.3% | -1.1% |
| 30D | +8.6% | +3.1% | +5.5% | +7.8% |
| 3M | -4.3% | +3.3% | -7.6% | -5.3% |
| 6M | +5.4% | +6.6% | -1.1% | +3.3% |
| YTD | +4.5% | +12.3% | -7.8% | +0.5% |
| 1Y | +14.0% | +12.3% | +1.7% | +9.4% |
| 3Y | +93.4% | +50.4% | +42.9% | +70.2% |
| 5Y | +0.5% | +101.0% | -100.5% | -19.9% |
| All | +73.5% | +57.2% | +16.3% | -2.7% |
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 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