+163.1%
TFC vs VIG
+623.5%
-460.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.8% |
| 7D | +2.4% | -0.4% | +2.9% | +3.1% |
| 30D | -1.3% | -1.0% | -0.3% | +0.1% |
| 3M | +6.1% | +2.8% | +3.3% | +1.8% |
| 6M | +7.3% | +8.2% | -0.9% | -4.3% |
| YTD | +8.2% | +11.0% | -2.8% | -7.1% |
| 1Y | +14.4% | +16.1% | -1.7% | -8.1% |
| 3Y | +93.7% | +56.2% | +37.6% | +2.3% |
| 5Y | +16.4% | +63.0% | -46.6% | -41.9% |
| 10Y | +101.6% | +241.4% | -139.9% | -65.5% |
| All | +163.1% | +623.5% | -460.4% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling