-3.0%
TFC vs ABCL
-21.8%
+18.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.7% | -7.7% | -1.6% |
| 7D | +1.2% | -3.2% | +4.4% | +1.3% |
| 30D | +8.3% | -7.4% | +15.7% | +8.7% |
| 3M | -5.2% | +81.9% | -87.1% | -12.7% |
| 6M | -0.8% | +135.7% | -136.5% | -12.8% |
| YTD | +3.4% | +247.4% | -243.9% | -14.5% |
| 1Y | +17.0% | +162.3% | -145.2% | 0.0% |
| 3Y | +86.2% | +165.5% | -79.3% | +49.4% |
| All | -3.0% | -21.8% | +18.8% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling