+99.9%
TFC vs Z
+25.1%
+74.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.8% |
| YTD | +8.2% | -49.3% | +57.5% | +20.3% |
| 1Y | +14.4% | -58.7% | +73.1% | +31.5% |
| 3Y | +93.7% | -34.1% | +127.9% | +99.7% |
| 5Y | +16.4% | -64.5% | +80.9% | +25.7% |
| 10Y | +101.6% | -0.5% | +102.0% | +59.6% |
| All | +99.9% | +25.1% | +74.9% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling