+128.5%
TFC vs FTV
+90.8%
+37.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.8% |
| 7D | +2.4% | -4.5% | +6.9% | +5.7% |
| 30D | -1.3% | -7.1% | +5.8% | +3.7% |
| 3M | +6.1% | -7.2% | +13.2% | +10.8% |
| 6M | +7.3% | -1.5% | +8.8% | +7.2% |
| YTD | +8.2% | +3.5% | +4.7% | +3.4% |
| 1Y | +14.4% | +20.3% | -5.9% | -2.4% |
| 3Y | +93.7% | -3.1% | +96.8% | +89.9% |
| 5Y | +16.4% | +2.3% | +14.0% | +7.7% |
| 10Y | +101.6% | +76.3% | +25.2% | +34.2% |
| All | +128.5% | +90.8% | +37.7% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling