+95.1%
TFC vs ROIV
+384.4%
-289.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | -1.2% | +9.5% | -10.7% | -2.8% |
| 30D | +7.8% | +21.0% | -13.2% | +4.0% |
| 3M | -3.0% | +18.7% | -21.7% | -6.7% |
| 6M | +5.8% | +44.5% | -38.7% | -3.3% |
| YTD | +5.3% | +92.9% | -87.6% | -11.2% |
| 1Y | +15.7% | +100.2% | -84.6% | -3.8% |
| All | +95.1% | +384.4% | -289.3% | +22.8% |
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