+97.2%
TFC vs VFC
-69.4%
+166.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | 0.0% |
| 7D | -1.3% | -2.3% | +1.0% | -0.4% |
| 30D | -2.3% | -13.4% | +11.0% | +3.0% |
| 3M | +2.5% | -23.7% | +26.2% | +11.9% |
| 6M | +9.5% | -24.5% | +33.9% | +19.0% |
| YTD | +5.1% | -27.8% | +32.9% | +15.8% |
| 1Y | +15.5% | -13.5% | +28.9% | +16.5% |
| 3Y | +95.2% | -27.1% | +122.3% | +74.5% |
| 5Y | +14.5% | -79.0% | +93.5% | +102.6% |
| 10Y | +97.2% | -68.7% | +165.9% | +196.0% |
| All | +97.2% | -69.4% | +166.6% | +196.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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