+16.0%
TFC vs VGT
+131.4%
-115.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.9% |
| 7D | -2.5% | -1.0% | -1.4% | -1.9% |
| 30D | -2.8% | -0.4% | -2.4% | -2.7% |
| 3M | +2.1% | +6.6% | -4.5% | -2.3% |
| 6M | +10.1% | +31.0% | -20.9% | -7.5% |
| YTD | +5.4% | +27.2% | -21.8% | -10.1% |
| 1Y | +16.3% | +34.5% | -18.1% | -4.5% |
| 3Y | +95.9% | +123.1% | -27.3% | +14.7% |
| 5Y | +16.0% | +135.1% | -119.1% | -37.1% |
| All | +16.0% | +131.4% | -115.4% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling