+30.1%
XYZ vs TFC
+15.8%
+14.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.2% | -1.2% | -1.0% | -1.6% |
| 30D | +11.6% | +7.8% | +3.8% | +8.3% |
| 3M | +8.4% | -3.0% | +11.4% | +9.4% |
| 6M | +17.2% | +5.8% | +11.3% | +13.6% |
| YTD | +31.7% | +5.3% | +26.4% | +22.8% |
| 1Y | +30.1% | +15.7% | +14.4% | +7.2% |
| All | +30.1% | +15.8% | +14.3% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling