+16.2%
TFC vs IVZ
+22.9%
-6.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.5% |
| 7D | +2.3% | +7.6% | -5.3% | 0.0% |
| 30D | +10.8% | +4.3% | +6.5% | +9.2% |
| 3M | -3.8% | -9.3% | +5.6% | -1.2% |
| 6M | +9.6% | +5.2% | +4.3% | +7.0% |
| YTD | +5.8% | +13.4% | -7.7% | 0.0% |
| 1Y | +16.2% | +25.4% | -9.2% | +7.2% |
| All | +16.2% | +22.9% | -6.7% | +7.2% |
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