+96.7%
TFC vs RVTY
+90.0%
+6.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +0.8% |
| 7D | +0.3% | +6.0% | -5.7% | -1.7% |
| 30D | +9.2% | +4.3% | +4.9% | +7.4% |
| 3M | -2.9% | +40.2% | -43.1% | -13.9% |
| 6M | +3.5% | +59.3% | -55.8% | -12.7% |
| YTD | +5.4% | +66.5% | -61.1% | -13.6% |
| 1Y | +17.3% | +77.5% | -60.2% | -6.5% |
| 3Y | +96.7% | +92.5% | +4.2% | +37.3% |
| All | +96.7% | +90.0% | +6.6% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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