+6,477.2%
TRV vs TFC
+2,596.5%
+3,880.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -0.1% | +2.4% | -2.6% | -1.1% |
| 30D | -3.4% | -1.3% | -2.1% | -2.9% |
| 3M | +26.4% | +6.1% | +20.3% | +23.1% |
| 6M | +19.3% | +7.3% | +12.0% | +15.4% |
| YTD | +28.3% | +8.2% | +20.1% | +23.5% |
| 1Y | +34.3% | +14.4% | +19.9% | +26.1% |
| 3Y | +140.1% | +93.7% | +46.4% | +76.9% |
| 5Y | +155.7% | +16.4% | +139.3% | +122.1% |
| 10Y | +285.5% | +101.6% | +184.0% | +155.0% |
| All | +6,477.2% | +2,596.5% | +3,880.7% | +2,461.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling