+21.3%
TFC vs VMC
+3.7%
+17.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.6% | -1.6% | +1.5% |
| 7D | +5.1% | +12.3% | -7.3% | +1.4% |
| 30D | +9.8% | +21.2% | -11.4% | +3.5% |
| 3M | -2.4% | +4.6% | -7.1% | -4.2% |
| 6M | +4.9% | +3.9% | +1.1% | +3.1% |
| YTD | +6.6% | +5.0% | +1.6% | +1.8% |
| 1Y | +21.3% | +2.6% | +18.7% | +16.6% |
| All | +21.3% | +3.7% | +17.6% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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