+533.2%
XYZ vs TFC
+107.4%
+425.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | -1.0% | +2.4% | -3.4% | -2.2% |
| 30D | -1.7% | -1.3% | -0.4% | -1.0% |
| 3M | +16.7% | +6.1% | +10.7% | +12.3% |
| 6M | +26.9% | +7.3% | +19.5% | +21.0% |
| YTD | +27.1% | +8.2% | +18.9% | +20.2% |
| 1Y | +9.3% | +14.4% | -5.2% | -0.2% |
| 3Y | +42.3% | +93.7% | -51.4% | -2.8% |
| 5Y | -69.3% | +16.4% | -85.7% | -72.4% |
| 10Y | +586.8% | +101.6% | +485.2% | +305.3% |
| All | +533.2% | +107.4% | +425.9% | +250.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling