+94.8%
TFC vs IVZ
+150.9%
-56.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +1.7% | +2.2% | -0.4% | +0.5% |
| 30D | +9.0% | -2.2% | +11.2% | +9.7% |
| 3M | -2.1% | -8.4% | +6.3% | +1.3% |
| 6M | +3.4% | +6.2% | -2.8% | -0.9% |
| YTD | +5.3% | +12.4% | -7.1% | -2.8% |
| 1Y | +16.2% | +26.0% | -9.8% | +0.8% |
| 3Y | +94.8% | +147.9% | -53.1% | +5.1% |
| All | +94.8% | +150.9% | -56.1% | +5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling