+95.6%
TFC vs VCLT
+17.1%
+78.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -2.4% | -1.4% | -1.1% | -2.1% |
| 30D | -3.4% | -1.2% | -2.2% | -3.1% |
| 3M | +0.4% | -4.8% | +5.2% | +1.6% |
| 6M | +12.7% | -2.6% | +15.2% | +13.4% |
| YTD | +5.6% | -3.3% | +8.9% | +6.5% |
| 1Y | +16.0% | -4.8% | +20.8% | +17.4% |
| 3Y | +94.0% | +11.5% | +82.5% | +90.2% |
| 5Y | +16.2% | -17.0% | +33.1% | +12.5% |
| All | +95.6% | +17.1% | +78.5% | +138.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 10y: compounded portfolio wealth divided by compounded VCLT 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…
10y analysis · Full analysis span regression · 6 months rolling