+237.7%
SLV vs TFC
+157.5%
+80.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | -14.2% | +7.8% | -21.9% | -14.5% |
| 3M | -20.3% | -3.0% | -17.4% | -20.2% |
| 6M | -40.2% | +5.8% | -46.0% | -40.4% |
| YTD | -27.6% | +5.3% | -32.9% | -27.8% |
| 1Y | +0.4% | +15.7% | -15.2% | -0.3% |
| 3Y | +129.4% | +94.8% | +34.6% | +122.0% |
| 5Y | +99.8% | 0.0% | +99.7% | +97.6% |
| 10Y | +183.2% | +79.0% | +104.2% | +170.4% |
| All | +237.7% | +157.5% | +80.3% | +222.2% |
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 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