+86.2%
TFC vs ROIV
+314.9%
-228.8%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.2% | -7.1% | -2.0% |
| 7D | +1.2% | +5.3% | -4.1% | +0.2% |
| 30D | +8.3% | +11.9% | -3.5% | +6.0% |
| 3M | -5.2% | +10.7% | -15.9% | -7.7% |
| 6M | -0.8% | +34.9% | -35.7% | -8.3% |
| YTD | +3.4% | +79.2% | -75.7% | -11.6% |
| 1Y | +17.0% | +89.0% | -72.0% | -2.0% |
| 3Y | +86.2% | +337.3% | -251.2% | +15.5% |
| All | +86.2% | +314.9% | -228.8% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling