+218.1%
TFC vs VGT
+2,088.1%
-1,870.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.8% | +1.5% |
| 7D | +1.2% | +2.5% | -1.3% | -0.9% |
| 30D | +9.7% | -9.5% | +19.2% | +17.8% |
| 3M | -4.8% | -9.5% | +4.7% | +1.9% |
| 6M | +8.4% | -1.8% | +10.2% | +6.1% |
| YTD | +4.7% | +18.4% | -13.7% | -13.4% |
| 1Y | +15.0% | +18.7% | -3.8% | -5.4% |
| 3Y | +93.9% | +103.8% | -9.9% | -4.5% |
| 5Y | +0.6% | +104.4% | -103.7% | -52.3% |
| 10Y | +78.0% | +716.9% | -638.9% | -80.1% |
| All | +218.1% | +2,088.1% | -1,870.0% | -87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling