+39.5%
TFC vs ABCL
-79.5%
+119.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.3% | +1.5% |
| 7D | +0.3% | +12.4% | -12.1% | -0.7% |
| 30D | +9.2% | -0.4% | +9.5% | +8.9% |
| 3M | -2.9% | +80.4% | -83.3% | -8.9% |
| 6M | +3.5% | +138.5% | -135.0% | -6.3% |
| YTD | +5.4% | +265.5% | -260.1% | -9.2% |
| 1Y | +17.3% | +219.7% | -202.4% | +2.2% |
| 3Y | +96.7% | +209.4% | -112.7% | +64.3% |
| 5Y | -1.1% | -15.0% | +13.9% | -12.8% |
| All | +39.5% | -79.5% | +119.0% | +27.2% |
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