+97.2%
TFC vs VMC
+146.8%
-49.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.9% |
| 7D | -1.3% | -5.3% | +4.0% | +1.4% |
| 30D | -2.3% | -12.3% | +9.9% | +4.2% |
| 3M | +2.5% | -10.3% | +12.7% | +7.5% |
| 6M | +9.5% | -8.6% | +18.0% | +13.5% |
| YTD | +5.1% | -11.9% | +16.9% | +10.0% |
| 1Y | +15.5% | -13.9% | +29.4% | +22.1% |
| 3Y | +95.2% | +18.2% | +77.0% | +71.8% |
| 5Y | +14.5% | +47.7% | -33.3% | -11.6% |
| 10Y | +97.2% | +152.5% | -55.3% | +20.3% |
| All | +97.2% | +146.8% | -49.6% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling