+105.0%
TFC vs VT
+224.5%
-119.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.4% | +0.4% | +2.0% | +1.9% |
| 30D | -1.3% | +1.0% | -2.3% | -2.6% |
| 3M | +6.1% | +2.4% | +3.7% | +2.2% |
| 6M | +7.3% | +12.0% | -4.7% | -8.1% |
| YTD | +8.2% | +15.3% | -7.1% | -10.9% |
| 1Y | +14.4% | +22.6% | -8.2% | -13.2% |
| 3Y | +93.7% | +74.7% | +19.0% | -6.9% |
| 5Y | +16.4% | +66.1% | -49.7% | -39.7% |
| All | +105.0% | +224.5% | -119.5% | -51.5% |
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