+54.1%
TFC vs AS
+134.9%
-80.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | +1.2% | +6.9% | -5.7% | 0.0% |
| 30D | +8.3% | +16.0% | -7.7% | +5.5% |
| 3M | -5.2% | -12.8% | +7.7% | -3.1% |
| 6M | -0.8% | -15.4% | +14.6% | +1.6% |
| YTD | +3.4% | -15.7% | +19.2% | +5.6% |
| 1Y | +17.0% | +6.1% | +10.9% | +14.7% |
| All | +54.1% | +134.9% | -80.7% | +36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling