+311.5%
TFC vs AU
+793.6%
-482.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | +2.4% | -3.6% | +6.1% | +2.6% |
| 30D | -1.3% | +23.9% | -25.2% | -2.3% |
| 3M | +6.1% | +19.1% | -13.0% | +5.0% |
| 6M | +7.3% | -0.2% | +7.5% | +6.9% |
| YTD | +8.2% | +32.5% | -24.3% | +6.2% |
| 1Y | +14.4% | +96.9% | -82.5% | +10.2% |
| 3Y | +93.7% | +614.7% | -521.0% | +74.1% |
| 5Y | +16.4% | +647.7% | -631.3% | +3.1% |
| 10Y | +101.6% | +679.2% | -577.6% | +71.4% |
| All | +311.5% | +793.6% | -482.1% | +261.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling