+79.0%
TFC vs FTV
+107.5%
-28.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | -1.2% | -0.7% | -0.5% | -0.8% |
| 30D | +7.8% | +18.3% | -10.6% | -4.4% |
| 3M | -3.0% | +10.2% | -13.2% | -9.7% |
| 6M | +5.8% | +12.8% | -7.0% | -3.9% |
| YTD | +5.3% | +23.4% | -18.1% | -11.5% |
| 1Y | +15.7% | +31.4% | -15.8% | -7.3% |
| 3Y | +94.8% | +38.7% | +56.1% | +46.8% |
| 5Y | 0.0% | +18.6% | -18.5% | -16.7% |
| 10Y | +79.0% | +110.1% | -31.1% | +1.3% |
| All | +79.0% | +107.5% | -28.4% | +1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling