-0.7%
TFC vs VIG
+64.1%
-64.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.5% |
| 7D | +1.7% | +1.0% | +0.7% | +0.2% |
| 30D | +9.0% | +4.5% | +4.5% | +2.4% |
| 3M | -2.1% | +2.1% | -4.2% | -4.9% |
| 6M | +3.4% | +10.5% | -7.1% | -10.0% |
| YTD | +5.3% | +15.1% | -9.8% | -13.3% |
| 1Y | +16.2% | +16.9% | -0.7% | -6.4% |
| 3Y | +94.8% | +65.6% | +29.2% | -0.9% |
| 5Y | -0.7% | +64.4% | -65.0% | -49.1% |
| All | -0.7% | +64.1% | -64.8% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling