+638.0%
XYZ vs TFC
+90.1%
+547.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +2.5% |
| 7D | +14.9% | +0.3% | +14.6% | +14.9% |
| 30D | +14.7% | +9.2% | +5.5% | +9.3% |
| 3M | +12.1% | -2.9% | +15.0% | +14.2% |
| 6M | +18.3% | +3.5% | +14.8% | +15.5% |
| YTD | +36.1% | +5.4% | +30.6% | +30.7% |
| 1Y | +35.3% | +17.3% | +18.0% | +22.2% |
| 3Y | +73.5% | +96.7% | -23.2% | +17.7% |
| 5Y | -61.6% | -1.1% | -60.5% | -62.8% |
| 10Y | +638.0% | +84.7% | +553.3% | +383.1% |
| All | +638.0% | +90.1% | +547.9% | +383.1% |
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