-59.8%
ADBE vs TFC
+96.6%
-156.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -4.4% | -1.2% | -3.2% | -4.1% |
| 30D | -0.2% | +7.8% | -8.0% | -2.0% |
| 3M | -9.9% | -3.0% | -6.9% | -9.4% |
| 6M | -3.5% | +5.8% | -9.3% | -5.2% |
| YTD | -32.1% | +5.3% | -37.4% | -33.7% |
| 1Y | -28.7% | +15.7% | -44.4% | -32.3% |
| All | -59.8% | +96.6% | -156.4% | -63.1% |
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