+14.4%
TFC vs AS
-21.9%
+36.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.6% |
| 7D | +2.4% | -4.9% | +7.3% | +3.4% |
| 30D | -1.3% | -19.6% | +18.3% | +2.9% |
| 3M | +6.1% | -14.4% | +20.4% | +8.7% |
| 6M | +7.3% | -20.1% | +27.5% | +10.9% |
| YTD | +8.2% | -20.9% | +29.1% | +12.3% |
| 1Y | +14.4% | -21.9% | +36.3% | +17.4% |
| All | +14.4% | -21.9% | +36.3% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling