+96.7%
TFC vs VMC
+22.8%
+73.9%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.4% |
| 7D | +2.2% | -0.5% | +2.8% | +2.5% |
| 30D | -2.5% | -9.1% | +6.6% | +1.4% |
| 3M | +4.5% | -4.1% | +8.7% | +5.8% |
| 6M | +11.0% | -5.5% | +16.5% | +12.8% |
| YTD | +5.9% | -8.9% | +14.8% | +8.0% |
| 1Y | +14.6% | -12.9% | +27.5% | +19.3% |
| 3Y | +96.7% | +22.1% | +74.6% | +71.6% |
| All | +96.7% | +22.8% | +73.9% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling