+140.0%
TRV vs TFC
+92.6%
+47.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.2% | +0.4% |
| 7D | -1.5% | -2.5% | +1.0% | -0.9% |
| 30D | -1.8% | -2.8% | +1.0% | -1.1% |
| 3M | +21.6% | +2.1% | +19.4% | +20.7% |
| 6M | +22.5% | +10.1% | +12.3% | +19.3% |
| YTD | +28.1% | +5.4% | +22.7% | +26.0% |
| 1Y | +37.0% | +16.3% | +20.7% | +31.4% |
| All | +140.0% | +92.6% | +47.5% | +110.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling