+14.0%
TFC vs Z
-61.0%
+75.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.4% |
| 7D | +0.1% | -4.9% | +5.0% | +0.9% |
| 30D | +8.6% | +3.0% | +5.7% | +8.0% |
| 3M | -4.3% | -13.4% | +9.1% | -2.8% |
| 6M | +5.4% | -27.3% | +32.8% | +9.7% |
| YTD | +4.5% | -57.8% | +62.3% | +15.7% |
| 1Y | +14.0% | -60.0% | +74.0% | +27.0% |
| All | +14.0% | -61.0% | +75.0% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling