+95.6%
TFC vs AU
+699.0%
-603.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | -2.4% | -4.3% | +1.8% | -2.5% |
| 30D | -3.4% | +7.3% | -10.7% | -3.2% |
| 3M | +0.4% | +26.3% | -25.9% | +0.8% |
| 6M | +12.7% | +1.8% | +10.9% | +12.8% |
| YTD | +5.6% | +26.8% | -21.2% | +6.3% |
| 1Y | +16.0% | +66.7% | -50.7% | +17.6% |
| 3Y | +94.0% | +579.1% | -485.1% | +103.9% |
| 5Y | +16.2% | +689.3% | -673.2% | +23.3% |
| All | +95.6% | +699.0% | -603.4% | +128.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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