+21.3%
TFC vs AUR
-17.4%
+38.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.4% | +7.4% | +3.1% |
| 7D | +5.1% | -19.8% | +24.9% | +6.0% |
| 30D | +9.8% | -29.0% | +38.8% | +11.4% |
| 3M | -2.4% | -43.6% | +41.1% | -0.2% |
| 6M | +4.9% | -36.6% | +41.6% | +6.2% |
| YTD | +6.6% | +6.3% | +0.3% | +2.1% |
| 1Y | +21.3% | -9.0% | +30.3% | +17.9% |
| All | +21.3% | -17.4% | +38.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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