+157.1%
TRV vs TFC
+13.6%
+143.6%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.2% | -1.3% | +1.5% | +0.5% |
| 30D | -2.3% | -2.3% | 0.0% | -1.7% |
| 3M | +22.7% | +2.5% | +20.2% | +21.6% |
| 6M | +21.9% | +9.5% | +12.5% | +18.6% |
| YTD | +27.5% | +5.1% | +22.4% | +25.2% |
| 1Y | +36.2% | +15.5% | +20.8% | +30.2% |
| 3Y | +140.6% | +95.2% | +45.4% | +95.0% |
| All | +157.1% | +13.6% | +143.6% | +147.2% |
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