-3.0%
TFC vs VFC
-67.4%
+64.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.0% |
| 7D | +1.2% | +11.2% | -10.0% | -1.7% |
| 30D | +8.3% | +41.5% | -33.2% | -1.5% |
| 3M | -5.2% | +38.9% | -44.1% | -13.6% |
| 6M | -0.8% | +6.1% | -6.9% | -3.7% |
| YTD | +3.4% | +14.5% | -11.1% | -2.2% |
| 1Y | +17.0% | +46.0% | -28.9% | +3.1% |
| 3Y | +86.2% | +36.4% | +49.8% | +47.7% |
| All | -3.0% | -67.4% | +64.4% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling