+15.5%
SBUX vs TFC
+98.6%
-83.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.2% | -1.6% |
| 7D | -3.9% | +2.2% | -6.1% | -4.7% |
| 30D | -2.8% | -2.5% | -0.3% | -1.9% |
| 3M | +8.2% | +4.5% | +3.7% | +6.2% |
| 6M | +4.3% | +11.0% | -6.7% | -0.2% |
| YTD | +23.3% | +5.9% | +17.4% | +19.9% |
| 1Y | +24.3% | +14.6% | +9.7% | +17.0% |
| 3Y | +15.5% | +96.7% | -81.3% | -8.5% |
| All | +15.5% | +98.6% | -83.1% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling