+313.3%
ANET vs TFC
+92.8%
+220.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.1% | +5.5% | +5.6% |
| 7D | +3.0% | -2.4% | +5.4% | +3.9% |
| 30D | -5.2% | -3.4% | -1.8% | -4.1% |
| 3M | +27.6% | +0.4% | +27.2% | +26.8% |
| 6M | +44.4% | +12.7% | +31.7% | +36.5% |
| YTD | +52.3% | +5.6% | +46.7% | +47.4% |
| 1Y | +30.4% | +16.0% | +14.4% | +21.0% |
| 3Y | +313.3% | +94.0% | +219.3% | +251.3% |
| All | +313.3% | +92.8% | +220.4% | +251.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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