+93.7%
TFC vs VNQ
+29.8%
+64.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +1.2% |
| 7D | -2.5% | -2.6% | +0.1% | -0.1% |
| 30D | -2.8% | -2.3% | -0.5% | -0.8% |
| 3M | +2.1% | -2.8% | +4.9% | +4.7% |
| 6M | +10.1% | +2.5% | +7.6% | +7.4% |
| YTD | +5.4% | +8.4% | -3.0% | -2.6% |
| 1Y | +16.3% | +6.8% | +9.6% | +9.0% |
| All | +93.7% | +29.8% | +64.0% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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