+18.1%
TFC vs VFC
-77.9%
+96.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.6% |
| 7D | +2.4% | -1.6% | +4.0% | +2.9% |
| 30D | -1.3% | -11.6% | +10.3% | +2.0% |
| 3M | +6.1% | -18.1% | +24.2% | +10.9% |
| 6M | +7.3% | -27.4% | +34.7% | +15.4% |
| YTD | +8.2% | -24.8% | +33.0% | +15.0% |
| 1Y | +14.4% | -8.2% | +22.6% | +13.8% |
| 3Y | +93.7% | -29.1% | +122.8% | +87.6% |
| All | +18.1% | -77.9% | +96.0% | +82.2% |
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