+239.3%
SLV vs TFC
+153.0%
+86.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +5.1% | +1.2% | +3.9% | +5.0% |
| 30D | -12.9% | +8.3% | -21.3% | -13.2% |
| 3M | -16.1% | -5.2% | -10.9% | -15.9% |
| 6M | -33.2% | -0.8% | -32.4% | -33.2% |
| YTD | -27.2% | +3.4% | -30.7% | -27.4% |
| 1Y | +7.6% | +17.0% | -9.4% | +6.7% |
| 3Y | +122.3% | +86.2% | +36.2% | +115.6% |
| 5Y | +109.7% | -2.3% | +112.0% | +107.6% |
| 10Y | +168.4% | +93.9% | +74.5% | +155.6% |
| All | +239.3% | +153.0% | +86.4% | +223.9% |
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