+24.5%
ALAB vs TFC
+20.8%
+3.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.0% | -7.4% | -4.4% |
| 7D | -24.9% | +5.1% | -29.9% | -24.9% |
| 30D | -38.4% | +9.8% | -48.2% | -38.8% |
| 3M | -38.3% | -2.4% | -35.8% | -37.4% |
| 6M | +10.9% | +4.9% | +6.0% | +8.8% |
| YTD | +34.2% | +6.6% | +27.6% | +34.1% |
| 1Y | +24.5% | +21.3% | +3.2% | -0.9% |
| All | +24.5% | +20.8% | +3.7% | -0.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling