+15.6%
TFC vs VIG
+63.6%
-48.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.0% |
| 7D | +2.2% | -0.4% | +2.7% | +2.8% |
| 30D | -2.5% | -2.1% | -0.4% | +0.4% |
| 3M | +4.5% | +3.3% | +1.2% | -0.1% |
| 6M | +11.0% | +9.3% | +1.7% | -1.8% |
| YTD | +5.9% | +10.1% | -4.2% | -7.2% |
| 1Y | +14.6% | +14.7% | -0.1% | -5.1% |
| 3Y | +96.7% | +56.9% | +39.8% | +8.0% |
| 5Y | +15.6% | +62.9% | -47.3% | -38.8% |
| All | +15.6% | +63.6% | -48.0% | -38.8% |
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 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