+15.9%
TFC vs VCLT
-2.7%
+18.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -2.3% | +0.1% | -2.5% | -2.4% |
| 3M | +2.5% | -2.9% | +5.3% | +4.8% |
| 6M | +9.5% | -4.0% | +13.4% | +11.7% |
| YTD | +5.1% | -2.2% | +7.3% | +6.9% |
| All | +15.9% | -2.7% | +18.6% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling