+365.7%
ALAB vs TFC
+60.3%
+305.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.1% | -4.8% | -5.8% |
| 7D | +3.2% | +2.2% | +0.9% | +2.0% |
| 30D | -13.6% | -2.5% | -11.1% | -12.3% |
| 3M | -16.6% | +4.5% | -21.1% | -19.8% |
| 6M | +142.3% | +11.0% | +131.4% | +122.8% |
| YTD | +73.6% | +5.9% | +67.7% | +64.6% |
| 1Y | +33.7% | +14.6% | +19.1% | +19.7% |
| All | +365.7% | +60.3% | +305.4% | +287.8% |
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