+2,700.2%
TFC vs VFC
+845.1%
+1,855.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.9% |
| 7D | +2.4% | -1.6% | +4.0% | +3.1% |
| 30D | -1.3% | -11.6% | +10.3% | +3.5% |
| 3M | +6.1% | -18.1% | +24.2% | +13.0% |
| 6M | +7.3% | -27.4% | +34.7% | +18.9% |
| YTD | +8.2% | -24.8% | +33.0% | +17.7% |
| 1Y | +14.4% | -8.2% | +22.6% | +12.9% |
| 3Y | +93.7% | -29.1% | +122.8% | +77.6% |
| 5Y | +16.4% | -79.2% | +95.6% | +78.5% |
| 10Y | +101.6% | -68.1% | +169.7% | +152.6% |
| All | +2,700.2% | +845.1% | +1,855.1% | +1,281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling