+15.6%
TFC vs VCLT
-15.1%
+30.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +2.2% | +0.3% | +1.9% | +2.1% |
| 30D | -2.5% | -0.6% | -1.9% | -2.2% |
| 3M | +4.5% | -2.2% | +6.8% | +5.7% |
| 6M | +11.0% | -2.9% | +13.9% | +12.5% |
| YTD | +5.9% | -2.1% | +8.0% | +7.0% |
| 1Y | +14.6% | -2.6% | +17.2% | +16.0% |
| 3Y | +96.7% | +12.5% | +84.2% | +86.7% |
| 5Y | +15.6% | -15.3% | +30.9% | -4.1% |
| All | +15.6% | -15.1% | +30.7% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling