-10.8%
ALAB vs TFC
-0.2%
-10.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.0% |
| 7D | -26.3% | +1.2% | -27.5% | -25.6% |
| 30D | -50.1% | +8.3% | -58.4% | -48.7% |
| 3M | -42.5% | -5.2% | -37.3% | -42.0% |
| 6M | -10.8% | -0.8% | -10.1% | -9.4% |
| All | -10.8% | -0.2% | -10.6% | -9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling