+182.0%
SLV vs TFC
+77.1%
+104.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.2% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -15.6% | +8.6% | -24.3% | -16.1% |
| 3M | -23.6% | -4.3% | -19.3% | -23.4% |
| 6M | -42.6% | +5.4% | -48.0% | -42.8% |
| YTD | -30.0% | +4.5% | -34.5% | -30.3% |
| 1Y | -6.6% | +14.0% | -20.6% | -7.6% |
| 3Y | +121.8% | +93.4% | +28.5% | +112.0% |
| 5Y | +92.7% | +0.5% | +92.2% | +89.6% |
| All | +182.0% | +77.1% | +104.9% | +183.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling