+228.8%
TFC vs VGT
+2,283.9%
-2,055.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.2% |
| 7D | +2.4% | +1.0% | +1.4% | +1.6% |
| 30D | -1.3% | +1.3% | -2.6% | -2.6% |
| 3M | +6.1% | -1.1% | +7.2% | +5.0% |
| 6M | +7.3% | +32.6% | -25.3% | -17.8% |
| YTD | +8.2% | +29.0% | -20.8% | -15.5% |
| 1Y | +14.4% | +39.7% | -25.3% | -17.3% |
| 3Y | +93.7% | +120.9% | -27.2% | -9.6% |
| 5Y | +16.4% | +133.6% | -117.2% | -50.3% |
| 10Y | +101.6% | +792.6% | -691.0% | -78.8% |
| All | +228.8% | +2,283.9% | -2,055.1% | -87.6% |
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