+0.8%
TFC vs AR
+99.4%
-98.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +2.3% | +7.4% | -5.1% | +0.9% |
| 30D | +10.8% | +5.8% | +5.1% | +9.4% |
| 3M | -3.8% | +5.2% | -9.0% | -5.0% |
| 6M | +9.6% | +5.4% | +4.1% | +7.6% |
| YTD | +5.8% | +12.4% | -6.6% | +1.4% |
| 1Y | +16.2% | +12.8% | +3.4% | +11.0% |
| 3Y | +96.0% | +47.2% | +48.8% | +70.1% |
| All | +0.8% | +99.4% | -98.6% | -20.9% |
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