+95.3%
TFC vs FTV
+80.1%
+15.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +2.0% |
| 7D | -2.5% | -5.2% | +2.7% | +1.2% |
| 30D | -2.8% | -11.5% | +8.7% | +5.7% |
| 3M | +2.1% | -9.0% | +11.2% | +8.4% |
| 6M | +10.1% | -2.0% | +12.1% | +10.2% |
| YTD | +5.4% | -0.9% | +6.4% | +3.7% |
| 1Y | +16.3% | +14.8% | +1.5% | +2.3% |
| 3Y | +95.9% | -5.5% | +101.4% | +95.1% |
| 5Y | +16.0% | -1.9% | +17.9% | +10.3% |
| All | +95.3% | +80.1% | +15.2% | +32.0% |
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