-6.6%
SLV vs TFC
+14.6%
-21.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -3.1% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -15.6% | +8.6% | -24.3% | -16.9% |
| 3M | -23.6% | -4.3% | -19.3% | -23.4% |
| 6M | -42.6% | +5.4% | -48.0% | -43.8% |
| YTD | -30.0% | +4.5% | -34.5% | -32.7% |
| 1Y | -6.6% | +14.0% | -20.6% | -11.1% |
| All | -6.6% | +14.6% | -21.2% | -11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling