+272.1%
TFC vs VCLT
+103.4%
+168.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +2.4% | -0.5% | +2.9% | +2.4% |
| 30D | -1.3% | -0.9% | -0.4% | -1.3% |
| 3M | +6.1% | -3.2% | +9.3% | +5.9% |
| 6M | +7.3% | -3.8% | +11.2% | +7.1% |
| YTD | +8.2% | -2.0% | +10.2% | +8.1% |
| 1Y | +14.4% | -0.8% | +15.2% | +14.4% |
| 3Y | +93.7% | +12.3% | +81.4% | +95.5% |
| 5Y | +16.4% | -15.4% | +31.8% | +7.2% |
| 10Y | +101.6% | +15.7% | +85.8% | +123.8% |
| All | +272.1% | +103.4% | +168.7% | +505.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling