+584.9%
XYZ vs TFC
+79.2%
+505.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.6% | +2.1% |
| 7D | -1.1% | +2.3% | -3.3% | -2.3% |
| 30D | +11.5% | +10.8% | +0.7% | +5.4% |
| 3M | +1.8% | -3.8% | +5.6% | +4.2% |
| 6M | +21.2% | +9.6% | +11.6% | +14.5% |
| YTD | +29.9% | +5.8% | +24.2% | +24.6% |
| 1Y | +35.8% | +16.2% | +19.6% | +23.4% |
| 3Y | +62.6% | +96.0% | -33.4% | +10.5% |
| 5Y | -62.8% | +1.7% | -64.5% | -64.3% |
| All | +584.9% | +79.2% | +505.6% | +354.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling