+99.1%
V vs TFC
-2.5%
+101.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | +2.2% | +1.2% | +1.0% | +1.9% |
| 30D | +13.6% | +8.3% | +5.2% | +10.9% |
| 3M | +14.3% | -5.2% | +19.5% | +16.1% |
| 6M | +33.1% | -0.8% | +33.9% | +33.0% |
| YTD | +21.2% | +3.4% | +17.8% | +19.4% |
| 1Y | +26.4% | +17.0% | +9.4% | +19.9% |
| 3Y | +77.6% | +86.2% | -8.6% | +44.6% |
| All | +99.1% | -2.5% | +101.6% | +112.9% |
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 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