-3.0%
TFC vs AR
+71.8%
-74.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.8% |
| 7D | +1.2% | -14.3% | +15.5% | +4.1% |
| 30D | +8.3% | +1.4% | +6.9% | +7.8% |
| 3M | -5.2% | +3.4% | -8.6% | -6.2% |
| 6M | -0.8% | -2.1% | +1.3% | -1.2% |
| YTD | +3.4% | +4.7% | -1.3% | +0.5% |
| 1Y | +17.0% | +10.6% | +6.4% | +12.0% |
| 3Y | +86.2% | +24.6% | +61.6% | +67.5% |
| All | -3.0% | +71.8% | -74.8% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling