+400.4%
ALAB vs TFC
+63.8%
+336.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.1% | +9.7% | +9.7% |
| 7D | +7.2% | +2.4% | +4.8% | +5.8% |
| 30D | -2.5% | -1.3% | -1.2% | -1.9% |
| 3M | -13.3% | +6.1% | -19.4% | -17.4% |
| 6M | +172.8% | +7.3% | +165.5% | +156.4% |
| YTD | +86.6% | +8.2% | +78.4% | +74.7% |
| 1Y | +65.2% | +14.4% | +50.7% | +48.4% |
| All | +400.4% | +63.8% | +336.7% | +311.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling