+0.5%
TFC vs ROIV
+413.4%
-412.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.4% |
| 7D | +0.1% | +9.2% | -9.1% | -0.6% |
| 30D | +8.6% | +19.9% | -11.3% | +7.1% |
| 3M | -4.3% | +10.6% | -14.9% | -5.3% |
| 6M | +5.4% | +36.1% | -30.6% | +2.4% |
| YTD | +4.5% | +84.3% | -79.8% | -1.1% |
| 1Y | +14.0% | +87.6% | -73.6% | +7.6% |
| 3Y | +93.4% | +353.9% | -260.6% | +71.1% |
| 5Y | +0.5% | +376.1% | -375.6% | -17.4% |
| All | +0.5% | +413.4% | -412.9% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling