-68.9%
XYZ vs TFC
+16.2%
-85.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | +2.4% | -3.4% | -2.7% |
| 30D | -1.7% | -1.3% | -0.4% | -0.8% |
| 3M | +16.7% | +6.1% | +10.7% | +10.7% |
| 6M | +26.9% | +7.3% | +19.5% | +18.7% |
| YTD | +27.1% | +8.2% | +18.9% | +17.4% |
| 1Y | +9.3% | +14.4% | -5.2% | -3.8% |
| 3Y | +42.3% | +93.7% | -51.4% | -19.0% |
| All | -68.9% | +16.2% | -85.1% | -69.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling