-62.2%
XYZ vs TFC
-0.5%
-61.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -2.2% | -1.2% | -1.0% | -1.2% |
| 30D | +11.6% | +7.8% | +3.8% | +5.6% |
| 3M | +8.4% | -3.0% | +11.4% | +11.1% |
| 6M | +17.2% | +5.8% | +11.3% | +11.1% |
| YTD | +31.7% | +5.3% | +26.4% | +24.2% |
| 1Y | +30.1% | +15.7% | +14.4% | +13.7% |
| 3Y | +66.4% | +94.8% | -28.4% | -6.2% |
| 5Y | -62.2% | 0.0% | -62.2% | -59.1% |
| All | -62.2% | -0.5% | -61.7% | -59.1% |
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