+95.3%
TFC vs VIG
+247.5%
-152.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +1.0% |
| 7D | -2.5% | -2.2% | -0.3% | +0.6% |
| 30D | -2.8% | -3.2% | +0.4% | +1.7% |
| 3M | +2.1% | +3.0% | -0.9% | -2.0% |
| 6M | +10.1% | +8.1% | +2.0% | -1.2% |
| YTD | +5.4% | +9.1% | -3.6% | -6.4% |
| 1Y | +16.3% | +12.6% | +3.8% | -1.2% |
| 3Y | +95.9% | +55.4% | +40.5% | +8.3% |
| 5Y | +16.0% | +62.8% | -46.8% | -39.2% |
| All | +95.3% | +247.5% | -152.3% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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