+16.2%
TFC vs ABCL
+198.4%
-182.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | +2.3% | -3.3% | +5.5% | +2.3% |
| 30D | +10.8% | -7.1% | +17.9% | +10.9% |
| 3M | -3.8% | +4.7% | -8.5% | -4.2% |
| 6M | +9.6% | +140.9% | -131.3% | +3.4% |
| YTD | +5.8% | +236.0% | -230.2% | -3.9% |
| 1Y | +16.2% | +217.4% | -201.2% | +6.6% |
| All | +16.2% | +198.4% | -182.3% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling