+148.0%
ADBE vs TFC
+98.5%
+49.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -2.5% |
| 7D | -12.9% | -2.5% | -10.4% | -12.3% |
| 30D | -5.6% | -2.8% | -2.8% | -5.0% |
| 3M | +6.6% | +2.1% | +4.5% | +5.7% |
| 6M | -9.6% | +10.1% | -19.7% | -12.5% |
| YTD | -28.9% | +5.4% | -34.3% | -30.6% |
| 1Y | -28.9% | +16.3% | -45.3% | -32.6% |
| 3Y | -55.6% | +95.9% | -151.5% | -64.3% |
| 5Y | -62.2% | +16.0% | -78.2% | -65.4% |
| All | +148.0% | +98.5% | +49.6% | +87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling