+79.0%
TFC vs IVZ
+44.4%
+34.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.5% |
| 7D | -1.2% | -2.8% | +1.6% | +0.1% |
| 30D | +7.8% | -2.2% | +9.9% | +8.5% |
| 3M | -3.0% | -8.1% | +5.1% | +1.1% |
| 6M | +5.8% | +3.8% | +2.0% | +1.6% |
| YTD | +5.3% | +11.5% | -6.2% | -4.4% |
| 1Y | +15.7% | +23.7% | -8.0% | -1.6% |
| 3Y | +94.8% | +145.8% | -51.0% | +4.7% |
| 5Y | 0.0% | +36.1% | -36.1% | -25.3% |
| 10Y | +79.0% | +42.4% | +36.6% | +3.9% |
| All | +79.0% | +44.4% | +34.6% | +3.9% |
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