+220.4%
TFC vs VO
+822.3%
-601.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.7% | -0.8% | -1.3% |
| 7D | +0.3% | -0.1% | +0.5% | +0.4% |
| 30D | +9.2% | +0.5% | +8.6% | +8.4% |
| 3M | -2.9% | -1.0% | -1.9% | -1.8% |
| 6M | +3.5% | +6.4% | -2.9% | -4.2% |
| YTD | +5.4% | +13.6% | -8.2% | -9.7% |
| 1Y | +17.3% | +14.5% | +2.8% | -0.4% |
| 3Y | +96.7% | +67.2% | +29.5% | +7.9% |
| 5Y | -1.1% | +36.1% | -37.2% | -30.6% |
| 10Y | +84.7% | +199.3% | -114.6% | -46.5% |
| All | +220.4% | +822.3% | -601.9% | -68.3% |
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