+41.1%
TFC vs ROIV
+232.7%
-191.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | 0.0% |
| 7D | +2.4% | +0.6% | +1.8% | +2.4% |
| 30D | -1.3% | +1.0% | -2.3% | -1.4% |
| 3M | +6.1% | +18.3% | -12.2% | +4.6% |
| 6M | +7.3% | +18.3% | -11.0% | +5.8% |
| YTD | +8.2% | +61.0% | -52.8% | +4.1% |
| 1Y | +14.4% | +177.9% | -163.5% | +5.7% |
| 3Y | +93.7% | +199.1% | -105.3% | +76.7% |
| 5Y | +16.4% | +250.7% | -234.3% | +0.9% |
| All | +41.1% | +232.7% | -191.6% | +22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling