-5.2%
SBUX vs TFC
+14.8%
-20.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -6.3% | -1.3% | -5.0% | -5.8% |
| 30D | -3.9% | -2.3% | -1.5% | -3.1% |
| 3M | +3.3% | +2.5% | +0.8% | +2.3% |
| 6M | +1.4% | +9.5% | -8.0% | -2.1% |
| YTD | +21.0% | +5.1% | +15.9% | +18.3% |
| 1Y | +22.4% | +15.5% | +6.9% | +15.6% |
| 3Y | +13.2% | +95.2% | -81.9% | -11.2% |
| 5Y | -5.2% | +14.5% | -19.7% | -8.3% |
| All | -5.2% | +14.8% | -20.0% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling