+86.2%
TFC vs AR
+19.9%
+66.2%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.2% | -14.3% | +15.5% | +3.3% |
| 30D | +8.3% | +1.4% | +6.9% | +7.9% |
| 3M | -5.2% | +3.4% | -8.6% | -5.9% |
| 6M | -0.8% | -2.1% | +1.3% | -1.1% |
| YTD | +3.4% | +4.7% | -1.3% | +0.8% |
| 1Y | +17.0% | +10.6% | +6.4% | +12.4% |
| 3Y | +86.2% | +24.6% | +61.6% | +76.0% |
| All | +86.2% | +19.9% | +66.2% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling