+228.8%
TFC vs VO
+827.2%
-598.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.8% |
| 30D | -1.3% | -0.3% | -1.0% | -0.9% |
| 3M | +6.1% | +2.9% | +3.1% | +2.3% |
| 6M | +7.3% | +9.3% | -2.0% | -3.6% |
| YTD | +8.2% | +14.2% | -6.0% | -7.8% |
| 1Y | +14.4% | +15.3% | -0.8% | -3.5% |
| 3Y | +93.7% | +56.2% | +37.5% | +15.7% |
| 5Y | +16.4% | +42.4% | -26.0% | -22.5% |
| 10Y | +101.6% | +194.7% | -93.2% | -40.6% |
| All | +228.8% | +827.2% | -598.4% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling