+96.6%
TFC vs ROIV
+200.3%
-103.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | +2.4% | +0.6% | +1.8% | +2.3% |
| 30D | -1.3% | +1.0% | -2.3% | -1.6% |
| 3M | +6.1% | +18.3% | -12.2% | +2.5% |
| 6M | +7.3% | +18.3% | -11.0% | +3.4% |
| YTD | +8.2% | +61.0% | -52.8% | -2.2% |
| 1Y | +14.4% | +177.9% | -163.5% | -8.7% |
| All | +96.6% | +200.3% | -103.7% | +48.0% |
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