+200.1%
TFC vs VNQ
+392.1%
-192.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | +2.2% | -0.4% | +2.6% | +2.6% |
| 30D | -2.5% | -2.5% | +0.1% | -0.5% |
| 3M | +4.5% | +1.4% | +3.2% | +3.3% |
| 6M | +11.0% | +4.6% | +6.4% | +6.9% |
| YTD | +5.9% | +10.5% | -4.6% | -2.6% |
| 1Y | +14.6% | +8.4% | +6.2% | +7.0% |
| 3Y | +96.7% | +32.4% | +64.3% | +56.2% |
| 5Y | +15.6% | +5.5% | +10.1% | +10.0% |
| 10Y | +98.6% | +59.1% | +39.5% | +36.7% |
| All | +200.1% | +392.1% | -192.0% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling