+39.3%
TFC vs ABCL
-80.4%
+119.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.3% |
| 7D | -1.2% | -2.7% | +1.5% | -1.0% |
| 30D | +7.8% | -5.4% | +13.2% | +7.9% |
| 3M | -3.0% | +22.4% | -25.4% | -5.4% |
| 6M | +5.8% | +127.6% | -121.8% | -3.9% |
| YTD | +5.3% | +249.4% | -244.1% | -9.0% |
| 1Y | +15.7% | +198.0% | -182.3% | +1.4% |
| 3Y | +94.8% | +195.8% | -101.0% | +63.3% |
| 5Y | 0.0% | -20.6% | +20.6% | -11.4% |
| All | +39.3% | -80.4% | +119.7% | +27.4% |
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