+14.4%
TFC vs IVZ
+56.4%
-42.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.3% |
| 7D | +2.4% | +0.6% | +1.8% | +2.2% |
| 30D | -1.3% | +4.0% | -5.3% | -2.6% |
| 3M | +6.1% | +18.2% | -12.1% | 0.0% |
| 6M | +7.3% | +32.8% | -25.5% | -3.3% |
| YTD | +8.2% | +28.7% | -20.5% | -2.2% |
| 1Y | +14.4% | +55.4% | -40.9% | -3.3% |
| All | +14.4% | +56.4% | -42.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling