+17.3%
TFC vs Z
-64.8%
+82.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.8% |
| 3M | +6.1% | -3.7% | +9.8% | +6.2% |
| 6M | +7.3% | -24.5% | +31.8% | +12.1% |
| YTD | +8.2% | -49.3% | +57.5% | +21.3% |
| 1Y | +14.4% | -58.7% | +73.1% | +32.9% |
| 3Y | +93.7% | -34.1% | +127.9% | +99.8% |
| All | +17.3% | -64.8% | +82.1% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling