+8.6%
V vs TFC
+13.2%
-4.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.1% |
| 7D | -1.1% | +2.2% | -3.3% | -1.7% |
| 30D | +1.9% | -2.5% | +4.4% | +2.5% |
| 3M | +15.5% | +4.5% | +11.0% | +13.8% |
| 6M | +16.6% | +11.0% | +5.6% | +11.8% |
| YTD | +5.7% | +5.9% | -0.2% | +3.1% |
| 1Y | +8.6% | +14.6% | -6.0% | +0.7% |
| All | +8.6% | +13.2% | -4.7% | +0.7% |
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