+130.6%
TFC vs KVUE
-20.4%
+151.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | -2.5% | -6.1% | +3.6% | -1.3% |
| 30D | -2.8% | -5.6% | +2.7% | -1.8% |
| 3M | +2.1% | -0.3% | +2.5% | +2.2% |
| 6M | +10.1% | +1.4% | +8.7% | +9.8% |
| YTD | +5.4% | +6.7% | -1.3% | +4.1% |
| 1Y | +16.3% | +1.0% | +15.4% | +15.5% |
| 3Y | +95.9% | -5.4% | +101.3% | +94.2% |
| All | +130.6% | -20.4% | +151.0% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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