+96.6%
TFC vs ABCL
+104.5%
-7.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +2.4% | +0.7% | +1.7% | +2.4% |
| 30D | -1.3% | +93.1% | -94.4% | -8.4% |
| 3M | +6.1% | +79.4% | -73.4% | -1.4% |
| 6M | +7.3% | +214.9% | -207.5% | -7.3% |
| YTD | +8.2% | +234.2% | -226.0% | -8.0% |
| 1Y | +14.4% | +174.8% | -160.3% | -1.8% |
| All | +96.6% | +104.5% | -7.8% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling