+263.8%
TFC vs VCLT
+98.6%
+165.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | +2.3% | -2.3% | +4.5% | +2.2% |
| 30D | +10.8% | +0.8% | +10.1% | +10.8% |
| 3M | -3.8% | -2.7% | -1.1% | -3.8% |
| 6M | +9.6% | -4.3% | +13.9% | +9.4% |
| YTD | +5.8% | -4.3% | +10.1% | +5.6% |
| 1Y | +16.2% | -4.4% | +20.5% | +16.0% |
| 3Y | +96.0% | +13.8% | +82.2% | +98.9% |
| 5Y | +1.7% | -17.0% | +18.7% | -6.3% |
| 10Y | +79.9% | +20.9% | +58.9% | +109.5% |
| All | +263.8% | +98.6% | +165.1% | +491.6% |
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