+2,700.2%
TFC vs VMC
+3,246.6%
-546.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | +2.4% | -4.3% | +6.7% | +4.5% |
| 30D | -1.3% | -8.2% | +6.9% | +2.6% |
| 3M | +6.1% | -7.0% | +13.1% | +9.0% |
| 6M | +7.3% | -10.8% | +18.1% | +12.3% |
| YTD | +8.2% | -7.4% | +15.6% | +10.5% |
| 1Y | +14.4% | -9.5% | +23.9% | +17.8% |
| 3Y | +93.7% | +20.5% | +73.2% | +72.6% |
| 5Y | +16.4% | +51.6% | -35.2% | -7.5% |
| 10Y | +101.6% | +150.0% | -48.5% | +21.4% |
| All | +2,700.2% | +3,246.6% | -546.4% | +600.1% |
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