+95.3%
TFC vs IVZ
+64.1%
+31.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -2.5% | -2.4% | -0.1% | -1.1% |
| 30D | -2.8% | +2.5% | -5.3% | -4.3% |
| 3M | +2.1% | +17.1% | -14.9% | -7.7% |
| 6M | +10.1% | +35.1% | -25.0% | -9.3% |
| YTD | +5.4% | +24.3% | -18.9% | -9.5% |
| 1Y | +16.3% | +48.7% | -32.3% | -10.7% |
| 3Y | +95.9% | +135.6% | -39.8% | +9.1% |
| 5Y | +16.0% | +60.3% | -44.3% | -21.4% |
| All | +95.3% | +64.1% | +31.2% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling