+14.7%
TFC vs VG
-51.4%
+66.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.0% | +2.0% | -1.9% |
| 7D | +1.1% | -22.0% | +23.1% | +1.9% |
| 30D | +7.8% | -14.7% | +22.5% | +8.2% |
| 3M | -4.8% | -7.1% | +2.3% | -4.8% |
| 6M | +1.8% | -11.2% | +13.0% | +1.6% |
| YTD | +4.4% | +69.8% | -65.4% | -3.5% |
| 1Y | +18.0% | +49.9% | -31.9% | +10.1% |
| All | +14.7% | -51.4% | +66.1% | +6.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling