+98.6%
TFC vs Z
-7.0%
+105.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.3% | -1.0% |
| 7D | +2.2% | -3.3% | +5.5% | +2.8% |
| 30D | -2.5% | -3.7% | +1.2% | -2.0% |
| 3M | +4.5% | -7.0% | +11.5% | +5.3% |
| 6M | +11.0% | -29.5% | +40.5% | +17.1% |
| YTD | +5.9% | -52.6% | +58.5% | +19.4% |
| 1Y | +14.6% | -64.0% | +78.6% | +35.4% |
| 3Y | +96.7% | -36.4% | +133.2% | +104.2% |
| 5Y | +15.6% | -65.8% | +81.3% | +25.7% |
| 10Y | +98.6% | -5.8% | +104.4% | +58.1% |
| All | +98.6% | -7.0% | +105.6% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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