+14.4%
TFC vs ROIV
+177.7%
-163.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.1% |
| 7D | +2.4% | +0.6% | +1.8% | +2.4% |
| 30D | -1.3% | +1.0% | -2.3% | -1.5% |
| 3M | +6.1% | +18.3% | -12.2% | +4.1% |
| 6M | +7.3% | +18.3% | -11.0% | +4.9% |
| YTD | +8.2% | +61.0% | -52.8% | +4.1% |
| 1Y | +14.4% | +177.9% | -163.5% | +4.4% |
| All | +14.4% | +177.7% | -163.2% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling