+125.3%
TFC vs VTEB
+26.6%
+98.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +2.2% | -0.2% | +2.5% | +2.3% |
| 30D | -2.5% | -1.6% | -0.9% | -2.0% |
| 3M | +4.5% | -2.0% | +6.5% | +5.2% |
| 6M | +11.0% | -1.7% | +12.7% | +11.6% |
| YTD | +5.9% | -0.6% | +6.5% | +6.2% |
| 1Y | +14.6% | +1.8% | +12.7% | +14.0% |
| 3Y | +96.7% | +9.6% | +87.1% | +90.8% |
| 5Y | +15.6% | +2.1% | +13.5% | +13.3% |
| 10Y | +98.6% | +18.9% | +79.7% | +163.8% |
| All | +125.3% | +26.6% | +98.7% | +286.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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