+0.8%
TFC vs AU
+381.3%
-380.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.3% |
| 7D | +2.3% | -7.2% | +9.5% | +2.5% |
| 30D | +10.8% | -2.9% | +13.7% | +10.8% |
| 3M | -3.8% | -8.7% | +4.9% | -3.7% |
| 6M | +9.6% | -14.1% | +23.7% | +9.7% |
| YTD | +5.8% | +4.8% | +1.0% | +5.3% |
| 1Y | +16.2% | +11.9% | +4.3% | +15.5% |
| 3Y | +96.0% | +513.8% | -417.8% | +83.3% |
| All | +0.8% | +381.3% | -380.6% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling