+51.3%
TFC vs LYFT
-82.5%
+133.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.3% |
| 7D | -2.4% | -8.4% | +6.0% | -0.7% |
| 30D | -3.4% | -7.6% | +4.2% | -1.9% |
| 3M | +0.4% | +11.7% | -11.3% | -2.5% |
| 6M | +12.7% | +15.1% | -2.4% | +8.2% |
| YTD | +5.6% | -20.9% | +26.5% | +9.2% |
| 1Y | +16.0% | -16.4% | +32.4% | +17.1% |
| 3Y | +94.0% | +35.2% | +58.8% | +61.7% |
| 5Y | +16.2% | -69.4% | +85.5% | +27.7% |
| All | +51.3% | -82.5% | +133.8% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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