+2,624.8%
TFC vs RVTY
+2,976.2%
-351.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +1.7% | -2.7% | +4.4% | +2.4% |
| 30D | +9.0% | +3.2% | +5.8% | +7.8% |
| 3M | -2.1% | +37.2% | -39.3% | -10.6% |
| 6M | +3.4% | +57.7% | -54.3% | -9.3% |
| YTD | +5.3% | +64.8% | -59.6% | -9.3% |
| 1Y | +16.2% | +72.8% | -56.7% | -1.2% |
| 3Y | +94.8% | +89.8% | +5.0% | +59.7% |
| 5Y | -0.7% | -8.4% | +7.8% | -3.9% |
| 10Y | +80.9% | +219.5% | -138.6% | +26.8% |
| All | +2,624.8% | +2,976.2% | -351.4% | +1,130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling