+91.2%
TFC vs Z
+6.9%
+84.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.5% |
| 7D | +1.2% | -4.6% | +5.8% | +1.9% |
| 30D | +8.3% | +8.3% | 0.0% | +6.4% |
| 3M | -5.2% | -11.6% | +6.4% | -3.8% |
| 6M | -0.8% | -33.6% | +32.8% | +5.5% |
| YTD | +3.4% | -56.7% | +60.1% | +17.7% |
| 1Y | +17.0% | -59.1% | +76.1% | +34.3% |
| 3Y | +86.2% | -20.4% | +106.5% | +85.4% |
| 5Y | -2.3% | -55.3% | +53.0% | +2.7% |
| 10Y | +93.9% | -14.2% | +108.1% | +57.1% |
| All | +91.2% | +6.9% | +84.3% | +46.4% |
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