+14.4%
TFC vs VG
+14.1%
+0.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.4% | +1.7% | +0.7% | +2.5% |
| 30D | -1.3% | +16.0% | -17.3% | -0.9% |
| 3M | +6.1% | +9.7% | -3.7% | +6.4% |
| 6M | +7.3% | +29.6% | -22.2% | +6.8% |
| YTD | +8.2% | +112.0% | -103.8% | +4.8% |
| 1Y | +14.4% | +12.8% | +1.6% | +16.1% |
| All | +14.4% | +14.1% | +0.3% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 VG 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