+75.7%
TFC vs VT
+221.8%
-146.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.6% |
| 7D | +2.3% | +2.4% | -0.1% | -0.7% |
| 30D | +10.8% | -1.5% | +12.3% | +12.6% |
| 3M | -3.8% | -4.1% | +0.4% | +1.1% |
| 6M | +9.6% | +0.6% | +9.0% | +7.6% |
| YTD | +5.8% | +11.0% | -5.3% | -9.0% |
| 1Y | +16.2% | +13.3% | +2.8% | -2.8% |
| 3Y | +96.0% | +73.4% | +22.6% | -6.0% |
| 5Y | +1.7% | +57.4% | -55.7% | -43.9% |
| All | +75.7% | +221.8% | -146.1% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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