+6,744.0%
ABT vs TFC
+2,523.9%
+4,220.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -5.4% | -1.2% | -4.2% | -5.1% |
| 30D | +8.0% | +7.8% | +0.2% | +6.4% |
| 3M | +0.2% | -3.0% | +3.2% | +0.8% |
| 6M | +34.1% | +5.8% | +28.3% | +32.4% |
| YTD | -10.6% | +5.3% | -15.9% | -11.9% |
| 1Y | -11.8% | +15.7% | -27.5% | -14.7% |
| 3Y | +23.9% | +94.8% | -70.9% | +5.9% |
| 5Y | -5.1% | 0.0% | -5.2% | -8.9% |
| 10Y | +228.6% | +79.0% | +149.6% | +165.7% |
| All | +6,744.0% | +2,523.9% | +4,220.1% | +3,667.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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