+75.7%
TFC vs VGT
+716.3%
-640.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +2.3% |
| 7D | +2.3% | +2.5% | -0.2% | +0.7% |
| 30D | +10.8% | -9.5% | +20.3% | +17.1% |
| 3M | -3.8% | -9.5% | +5.7% | +1.4% |
| 6M | +9.6% | -1.8% | +11.3% | +7.9% |
| YTD | +5.8% | +18.4% | -12.6% | -8.6% |
| 1Y | +16.2% | +18.7% | -2.6% | 0.0% |
| 3Y | +96.0% | +103.8% | -7.8% | +13.0% |
| 5Y | +1.7% | +104.4% | -102.7% | -42.6% |
| All | +75.7% | +716.3% | -640.6% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VGT.
Daily Out/Under-Performance
Portfolio return minus VGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VGT 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 10y: compounded portfolio wealth divided by compounded VGT 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…
10y analysis · Full analysis span regression · 6 months rolling