+5,512.5%
ANET vs TFC
+108.9%
+5,403.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.8% |
| 7D | +3.7% | -1.3% | +5.0% | +4.2% |
| 30D | +0.7% | -2.3% | +3.1% | +1.6% |
| 3M | +26.8% | +2.5% | +24.3% | +25.1% |
| 6M | +40.7% | +9.5% | +31.2% | +34.9% |
| YTD | +47.2% | +5.1% | +42.2% | +43.2% |
| 1Y | +36.0% | +15.5% | +20.5% | +27.0% |
| 3Y | +292.8% | +95.2% | +197.6% | +198.4% |
| 5Y | +761.9% | +14.5% | +747.5% | +678.2% |
| 10Y | +3,770.2% | +97.2% | +3,673.0% | +2,310.5% |
| All | +5,512.5% | +108.9% | +5,403.6% | +3,421.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling