+75.7%
TFC vs VO
+197.6%
-122.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +2.3% | +3.1% | -0.8% | -1.6% |
| 30D | +10.8% | +2.2% | +8.6% | +7.8% |
| 3M | -3.8% | -2.5% | -1.3% | -0.9% |
| 6M | +9.6% | +7.0% | +2.6% | +0.5% |
| YTD | +5.8% | +14.0% | -8.2% | -10.4% |
| 1Y | +16.2% | +15.6% | +0.5% | -3.3% |
| 3Y | +96.0% | +66.2% | +29.8% | +5.6% |
| 5Y | +1.7% | +36.6% | -34.9% | -29.9% |
| All | +75.7% | +197.6% | -122.0% | -49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling