+2,632.4%
TFC vs LUMN
+156.1%
+2,476.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.2% |
| 7D | -2.4% | +2.5% | -4.9% | -2.9% |
| 30D | -3.4% | +10.3% | -13.7% | -5.4% |
| 3M | +0.4% | -18.3% | +18.7% | +3.6% |
| 6M | +12.7% | +4.4% | +8.3% | +9.2% |
| YTD | +5.6% | -10.7% | +16.3% | +3.4% |
| 1Y | +16.0% | +14.0% | +2.1% | +5.2% |
| 3Y | +94.0% | +406.6% | -312.6% | -7.5% |
| 5Y | +16.2% | -36.8% | +53.0% | -4.3% |
| 10Y | +98.2% | -56.2% | +154.4% | +63.3% |
| All | +2,632.4% | +156.1% | +2,476.3% | +1,521.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 all: compounded portfolio wealth divided by compounded LUMN 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…
all analysis · Full analysis span regression · 6 months rolling