+40.0%
TFC vs ABCL
-81.2%
+121.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +2.3% | -3.3% | +5.5% | +2.5% |
| 30D | +10.8% | -7.1% | +17.9% | +11.1% |
| 3M | -3.8% | +4.7% | -8.5% | -4.9% |
| 6M | +9.6% | +140.9% | -131.3% | -1.0% |
| YTD | +5.8% | +236.0% | -230.2% | -8.3% |
| 1Y | +16.2% | +217.4% | -201.2% | +1.1% |
| 3Y | +96.0% | +188.7% | -92.7% | +64.6% |
| 5Y | +1.7% | -23.5% | +25.2% | -9.7% |
| All | +40.0% | -81.2% | +121.2% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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