+141.7%
TFC vs AR
-32.8%
+174.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.5% |
| 7D | +1.1% | -11.7% | +12.8% | +3.2% |
| 30D | +7.8% | +1.8% | +5.9% | +7.2% |
| 3M | -4.8% | +6.0% | -10.7% | -6.1% |
| 6M | +1.8% | -7.0% | +8.9% | +2.4% |
| YTD | +4.4% | +5.6% | -1.2% | +1.8% |
| 1Y | +18.0% | +10.8% | +7.2% | +13.7% |
| 3Y | +85.2% | +19.3% | +65.9% | +71.6% |
| 5Y | -1.4% | +73.3% | -74.7% | -17.9% |
| 10Y | +95.7% | +47.6% | +48.1% | +19.4% |
| All | +141.7% | -32.8% | +174.5% | +54.2% |
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 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