+16.2%
TFC vs VIG
+16.5%
-0.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +2.3% | +3.5% | -1.2% | -2.0% |
| 30D | +10.8% | +4.9% | +5.9% | +4.1% |
| 3M | -3.8% | +2.5% | -6.3% | -6.9% |
| 6M | +9.6% | +11.0% | -1.4% | -4.4% |
| YTD | +5.8% | +16.0% | -10.2% | -11.8% |
| 1Y | +16.2% | +17.5% | -1.4% | -4.3% |
| All | +16.2% | +16.5% | -0.3% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling