+150.5%
TFC vs AR
-27.2%
+177.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +2.4% | +2.5% | -0.1% | +1.9% |
| 30D | -1.3% | +14.8% | -16.1% | -3.9% |
| 3M | +6.1% | +6.2% | -0.2% | +4.6% |
| 6M | +7.3% | +4.3% | +3.0% | +5.6% |
| YTD | +8.2% | +14.4% | -6.2% | +4.2% |
| 1Y | +14.4% | +21.3% | -6.9% | +8.6% |
| 3Y | +93.7% | +39.8% | +53.9% | +74.6% |
| 5Y | +16.4% | +142.1% | -125.7% | -8.7% |
| 10Y | +101.6% | +52.0% | +49.5% | +22.2% |
| All | +150.5% | -27.2% | +177.7% | +57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling