+40.9%
XYZ vs TFC
+94.1%
-53.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | +2.4% | -3.4% | -2.6% |
| 30D | -1.7% | -1.3% | -0.4% | -0.8% |
| 3M | +16.7% | +6.1% | +10.7% | +11.0% |
| 6M | +26.9% | +7.3% | +19.5% | +19.0% |
| YTD | +27.1% | +8.2% | +18.9% | +17.7% |
| 1Y | +9.3% | +14.4% | -5.2% | -3.5% |
| All | +40.9% | +94.1% | -53.2% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling