+94.0%
TFC vs REGN
-4.3%
+98.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | -2.4% | -5.6% | +3.2% | -1.3% |
| 30D | -3.4% | -2.0% | -1.4% | -3.1% |
| 3M | +0.4% | +28.0% | -27.5% | -4.9% |
| 6M | +12.7% | +1.2% | +11.5% | +11.9% |
| YTD | +5.6% | +1.6% | +3.9% | +4.5% |
| 1Y | +16.0% | +38.2% | -22.2% | +6.8% |
| 3Y | +94.0% | -5.4% | +99.3% | +82.8% |
| All | +94.0% | -4.3% | +98.3% | +82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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