+72.2%
V vs TFC
+16.2%
+56.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -1.7% | +2.4% | -4.1% | -2.4% |
| 30D | +2.0% | -1.3% | +3.3% | +2.3% |
| 3M | +17.4% | +6.1% | +11.3% | +15.1% |
| 6M | +17.5% | +7.3% | +10.2% | +14.5% |
| YTD | +7.6% | +8.2% | -0.6% | +4.5% |
| 1Y | +7.7% | +14.4% | -6.7% | +2.7% |
| 3Y | +54.7% | +93.7% | -39.1% | +23.5% |
| All | +72.2% | +16.2% | +56.0% | +68.0% |
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