+180.5%
TRV vs TFC
+1.3%
+179.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +2.0% | +2.3% | -0.2% | +1.4% |
| 30D | +6.7% | +10.8% | -4.1% | +3.8% |
| 3M | +9.4% | -3.8% | +13.1% | +10.4% |
| 6M | +37.7% | +9.6% | +28.1% | +33.9% |
| YTD | +40.6% | +5.8% | +34.8% | +37.7% |
| 1Y | +42.4% | +16.2% | +26.3% | +35.9% |
| 3Y | +148.1% | +96.0% | +52.1% | +102.1% |
| All | +180.5% | +1.3% | +179.3% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling