+2,628.6%
TFC vs VMC
+3,595.0%
-966.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.6% | +0.7% |
| 7D | +0.3% | +0.3% | 0.0% | +0.2% |
| 30D | +9.2% | +18.6% | -9.4% | +0.8% |
| 3M | -2.9% | +2.0% | -5.0% | -4.1% |
| 6M | +3.5% | +2.6% | +0.9% | +1.4% |
| YTD | +5.4% | +2.3% | +3.2% | +2.7% |
| 1Y | +17.3% | +1.7% | +15.6% | +14.4% |
| 3Y | +96.7% | +41.7% | +55.0% | +62.5% |
| 5Y | -1.1% | +46.6% | -47.7% | -20.2% |
| 10Y | +84.7% | +140.3% | -55.5% | +13.4% |
| All | +2,628.6% | +3,595.0% | -966.4% | +550.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling