+75.7%
TFC vs VMC
+125.2%
-49.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | +2.3% | -1.3% | +3.5% | +2.9% |
| 30D | +10.8% | +15.5% | -4.6% | +2.7% |
| 3M | -3.8% | +0.6% | -4.3% | -4.4% |
| 6M | +9.6% | +2.1% | +7.5% | +7.2% |
| YTD | +5.8% | -1.6% | +7.3% | +4.5% |
| 1Y | +16.2% | -1.2% | +17.3% | +14.4% |
| 3Y | +96.0% | +35.3% | +60.7% | +60.4% |
| 5Y | +1.7% | +43.6% | -41.9% | -20.6% |
| All | +75.7% | +125.2% | -49.6% | +3.9% |
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