+94.8%
TFC vs Z
+10.9%
+83.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.8% | -1.9% | +1.3% |
| 7D | +0.3% | -5.2% | +5.5% | +1.1% |
| 30D | +9.2% | +5.7% | +3.4% | +7.7% |
| 3M | -2.9% | -8.7% | +5.8% | -2.0% |
| 6M | +3.5% | -26.0% | +29.5% | +8.0% |
| YTD | +5.4% | -55.0% | +60.5% | +19.2% |
| 1Y | +17.3% | -58.0% | +75.3% | +34.0% |
| 3Y | +96.7% | -15.2% | +111.9% | +93.7% |
| 5Y | -1.1% | -53.8% | +52.7% | +3.4% |
| 10Y | +84.7% | -14.5% | +99.3% | +49.5% |
| All | +94.8% | +10.9% | +83.9% | +48.2% |
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