+218.9%
SLV vs TFC
+100.2%
+118.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.4% | -0.6% |
| 7D | +2.5% | +2.2% | +0.3% | +2.4% |
| 30D | +3.3% | -2.5% | +5.7% | +3.4% |
| 3M | -3.6% | +4.5% | -8.1% | -4.0% |
| 6M | -21.8% | +11.0% | -32.8% | -22.4% |
| YTD | -7.8% | +5.9% | -13.7% | -8.3% |
| 1Y | +58.3% | +14.6% | +43.7% | +56.6% |
| 3Y | +182.6% | +96.7% | +85.9% | +170.0% |
| 5Y | +167.8% | +15.6% | +152.2% | +161.6% |
| 10Y | +218.9% | +98.6% | +120.2% | +207.0% |
| All | +218.9% | +100.2% | +118.6% | +207.0% |
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