+16.4%
TFC vs VFC
-13.3%
+29.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.3% | -1.7% |
| 7D | +2.2% | +0.8% | +1.4% | +2.0% |
| 30D | -2.5% | -11.9% | +9.5% | +0.4% |
| 3M | +4.5% | -20.2% | +24.7% | +9.0% |
| 6M | +11.0% | -23.0% | +34.0% | +15.9% |
| YTD | +5.9% | -26.2% | +32.1% | +12.1% |
| All | +16.4% | -13.3% | +29.7% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling