+104.5%
TFC vs Z
-32.8%
+137.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.5% |
| 7D | +2.4% | -3.0% | +5.4% | +3.0% |
| 30D | -1.3% | -4.2% | +2.9% | -0.7% |
| 3M | +6.1% | -3.7% | +9.8% | +6.2% |
| 6M | +7.3% | -24.5% | +31.8% | +13.0% |
| YTD | +8.2% | -49.3% | +57.5% | +23.7% |
| 1Y | +14.4% | -58.7% | +73.1% | +36.5% |
| All | +104.5% | -32.8% | +137.3% | +111.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling