+599.5%
XYZ vs TFC
+90.2%
+509.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.2% |
| 7D | +12.1% | +1.2% | +10.9% | +11.6% |
| 30D | +12.4% | +8.3% | +4.0% | +7.5% |
| 3M | +8.2% | -5.2% | +13.3% | +11.6% |
| 6M | +20.7% | -0.8% | +21.5% | +20.6% |
| YTD | +31.3% | +3.4% | +27.9% | +27.5% |
| 1Y | +20.5% | +17.0% | +3.5% | +8.9% |
| 3Y | +72.6% | +86.2% | -13.5% | +20.9% |
| 5Y | -64.0% | -2.3% | -61.7% | -64.8% |
| All | +599.5% | +90.2% | +509.3% | +401.5% |
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