-63.9%
XYZ vs TFC
-2.5%
-61.4%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.4% |
| 7D | +12.1% | +1.2% | +10.9% | +11.4% |
| 30D | +12.4% | +8.3% | +4.0% | +5.9% |
| 3M | +8.2% | -5.2% | +13.3% | +12.8% |
| 6M | +20.7% | -0.8% | +21.5% | +20.3% |
| YTD | +31.3% | +3.4% | +27.9% | +25.5% |
| 1Y | +20.5% | +17.0% | +3.5% | +4.1% |
| 3Y | +72.6% | +86.2% | -13.5% | +0.8% |
| All | -63.9% | -2.5% | -61.4% | -60.1% |
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 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