+79.0%
TFC vs VIG
+264.3%
-185.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -1.1% |
| 7D | -1.2% | -0.3% | -0.9% | -0.9% |
| 30D | +7.8% | +4.9% | +2.8% | +0.7% |
| 3M | -3.0% | +2.9% | -5.9% | -6.8% |
| 6M | +5.8% | +11.2% | -5.4% | -8.8% |
| YTD | +5.3% | +16.0% | -10.7% | -14.2% |
| 1Y | +15.7% | +17.0% | -1.3% | -6.9% |
| 3Y | +94.8% | +66.9% | +27.9% | -2.8% |
| 5Y | 0.0% | +65.8% | -65.8% | -49.0% |
| 10Y | +79.0% | +263.6% | -184.6% | -61.7% |
| All | +79.0% | +264.3% | -185.3% | -61.7% |
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