+88.5%
TFC vs VT
+215.5%
-127.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.2% | -1.2% |
| 7D | +1.2% | -2.3% | +3.5% | +4.1% |
| 30D | +8.3% | -5.0% | +13.3% | +15.2% |
| 3M | -5.2% | -4.9% | -0.3% | +0.6% |
| 6M | -0.8% | -1.5% | +0.7% | 0.0% |
| YTD | +3.4% | +8.5% | -5.0% | -8.3% |
| 1Y | +17.0% | +11.4% | +5.6% | +0.1% |
| 3Y | +86.2% | +70.1% | +16.1% | -8.4% |
| 5Y | -2.3% | +53.7% | -56.0% | -44.4% |
| All | +88.5% | +215.5% | -127.0% | -51.4% |
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