+96.0%
TFC vs Z
-18.1%
+114.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.5% |
| 7D | +2.3% | +0.8% | +1.4% | +2.0% |
| 30D | +10.8% | +5.2% | +5.6% | +9.2% |
| 3M | -3.8% | -17.0% | +13.3% | -0.8% |
| 6M | +9.6% | -22.7% | +32.2% | +14.0% |
| YTD | +5.8% | -56.3% | +62.1% | +23.3% |
| 1Y | +16.2% | -57.7% | +73.8% | +36.1% |
| 3Y | +96.0% | -16.5% | +112.5% | +85.5% |
| All | +96.0% | -18.1% | +114.1% | +85.5% |
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