+78.1%
IVV vs TFC
+97.5%
-19.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +2.6% | +2.3% | +0.3% | +1.9% |
| 30D | -2.0% | +10.8% | -12.8% | -5.1% |
| 3M | -2.8% | -3.8% | +1.0% | -1.7% |
| 6M | +2.2% | +9.6% | -7.4% | -1.4% |
| YTD | +11.5% | +5.8% | +5.7% | +8.4% |
| 1Y | +13.5% | +16.2% | -2.7% | +6.7% |
| 3Y | +78.1% | +96.0% | -17.9% | +45.7% |
| All | +78.1% | +97.5% | -19.4% | +45.7% |
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