+96.7%
TFC vs FTV
-3.2%
+99.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.4% | -1.7% |
| 7D | +2.2% | -0.4% | +2.6% | +2.5% |
| 30D | -2.5% | -8.3% | +5.8% | +2.2% |
| 3M | +4.5% | -7.4% | +11.9% | +8.4% |
| 6M | +11.0% | -1.2% | +12.2% | +10.5% |
| YTD | +5.9% | +2.7% | +3.2% | +2.5% |
| 1Y | +14.6% | +18.4% | -3.9% | +0.8% |
| 3Y | +96.7% | -2.0% | +98.8% | +96.5% |
| All | +96.7% | -3.2% | +99.9% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling