+96.7%
TFC vs IVZ
+140.4%
-43.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.1% |
| 7D | +2.2% | +1.1% | +1.2% | +1.7% |
| 30D | -2.5% | +3.1% | -5.6% | -4.0% |
| 3M | +4.5% | +18.2% | -13.6% | -4.3% |
| 6M | +11.0% | +38.6% | -27.6% | -6.8% |
| YTD | +5.9% | +25.9% | -20.0% | -7.2% |
| 1Y | +14.6% | +51.7% | -37.1% | -9.5% |
| 3Y | +96.7% | +138.7% | -41.9% | +10.3% |
| All | +96.7% | +140.4% | -43.6% | +10.3% |
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 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