+21.3%
TFC vs FTV
+37.8%
-16.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +2.1% |
| 7D | +5.1% | +6.6% | -1.5% | +2.6% |
| 30D | +9.8% | +19.1% | -9.3% | +2.9% |
| 3M | -2.4% | +13.1% | -15.5% | -6.9% |
| 6M | +4.9% | +14.0% | -9.1% | -0.6% |
| YTD | +6.6% | +24.2% | -17.6% | -2.1% |
| 1Y | +21.3% | +36.4% | -15.0% | +5.8% |
| All | +21.3% | +37.8% | -16.5% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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