+333.1%
SLV vs TFC
+164.6%
+168.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +2.4% | -2.8% | -0.4% |
| 30D | +6.7% | -1.3% | +8.0% | +6.7% |
| 3M | -10.7% | +6.1% | -16.8% | -11.0% |
| 6M | -20.6% | +7.3% | -27.9% | -20.9% |
| YTD | -7.1% | +8.2% | -15.3% | -7.6% |
| 1Y | +62.0% | +14.4% | +47.6% | +60.8% |
| 3Y | +169.8% | +93.7% | +76.1% | +161.1% |
| 5Y | +161.5% | +16.4% | +145.1% | +157.0% |
| 10Y | +224.4% | +101.6% | +122.8% | +208.3% |
| All | +333.1% | +164.6% | +168.5% | +312.6% |
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 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