+249.6%
ALAB vs TFC
+59.6%
+190.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +1.9% | +11.8% | +12.7% |
| 7D | -5.6% | +0.3% | -5.9% | -5.5% |
| 30D | -36.6% | +9.2% | -45.8% | -39.5% |
| 3M | -35.1% | -2.9% | -32.2% | -34.2% |
| 6M | +8.5% | +3.5% | +5.0% | +4.5% |
| YTD | +30.4% | +5.4% | +24.9% | +23.5% |
| 1Y | +31.0% | +17.3% | +13.7% | +15.4% |
| All | +249.6% | +59.6% | +190.1% | +191.1% |
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 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