-54.1%
ADBE vs TFC
+98.6%
-152.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.3% | -3.0% |
| 7D | -10.1% | +2.2% | -12.3% | -10.5% |
| 30D | -3.0% | -2.5% | -0.5% | -2.5% |
| 3M | +5.0% | +4.5% | +0.5% | +3.6% |
| 6M | -9.3% | +11.0% | -20.3% | -12.2% |
| YTD | -26.5% | +5.9% | -32.4% | -28.2% |
| 1Y | -28.3% | +14.6% | -42.8% | -31.6% |
| 3Y | -54.1% | +96.7% | -150.8% | -60.6% |
| All | -54.1% | +98.6% | -152.7% | -60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling