+34.3%
TRV vs TFC
+15.4%
+18.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -0.1% | +2.4% | -2.6% | -0.8% |
| 30D | -3.4% | -1.3% | -2.1% | -3.1% |
| 3M | +26.4% | +6.1% | +20.3% | +23.9% |
| 6M | +19.3% | +7.3% | +12.0% | +16.6% |
| YTD | +28.3% | +8.2% | +20.1% | +24.6% |
| 1Y | +34.3% | +14.4% | +19.9% | +29.9% |
| All | +34.3% | +15.4% | +18.9% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 1y: compounded portfolio wealth divided by compounded TFC 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…
1y analysis · Full analysis span regression · 6 months rolling