+86.2%
TFC vs VFC
+39.5%
+46.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +1.2% | +11.2% | -10.0% | -1.1% |
| 30D | +8.3% | +41.5% | -33.2% | +0.4% |
| 3M | -5.2% | +38.9% | -44.1% | -11.9% |
| 6M | -0.8% | +6.1% | -6.9% | -3.0% |
| YTD | +3.4% | +14.5% | -11.1% | -1.0% |
| 1Y | +17.0% | +46.0% | -28.9% | +6.1% |
| 3Y | +86.2% | +36.4% | +49.8% | +59.5% |
| All | +86.2% | +39.5% | +46.6% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling