+175.9%
SLV vs TFC
+90.1%
+85.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.8% | +2.6% |
| 7D | +5.6% | +0.3% | +5.3% | +5.6% |
| 30D | -12.1% | +9.2% | -21.3% | -12.6% |
| 3M | -16.3% | -2.9% | -13.4% | -16.1% |
| 6M | -34.1% | +3.5% | -37.6% | -34.3% |
| YTD | -25.3% | +5.4% | -30.7% | -25.7% |
| 1Y | +9.6% | +17.3% | -7.7% | +8.3% |
| 3Y | +132.7% | +96.7% | +36.0% | +122.3% |
| 5Y | +113.7% | -1.1% | +114.8% | +110.4% |
| 10Y | +175.9% | +84.7% | +91.1% | +189.2% |
| All | +175.9% | +90.1% | +85.8% | +189.2% |
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