+2,990.1%
TFC vs REGN
+3,605.8%
-615.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.3% | -5.2% | +3.9% | -0.9% |
| 30D | -2.3% | +0.1% | -2.4% | -2.4% |
| 3M | +2.5% | +31.2% | -28.8% | +0.2% |
| 6M | +9.5% | +3.6% | +5.9% | +9.0% |
| YTD | +5.1% | +5.0% | 0.0% | +4.4% |
| 1Y | +15.5% | +45.9% | -30.4% | +11.7% |
| 3Y | +95.2% | -1.9% | +97.0% | +93.8% |
| 5Y | +14.5% | +26.2% | -11.7% | +11.1% |
| 10Y | +97.2% | +112.1% | -14.9% | +81.2% |
| All | +2,990.1% | +3,605.8% | -615.7% | +2,013.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling