+95.6%
TFC vs VTRS
-48.4%
+143.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -2.4% | -2.2% | -0.2% | -1.7% |
| 30D | -3.4% | +3.3% | -6.7% | -4.5% |
| 3M | +0.4% | +2.0% | -1.6% | -0.6% |
| 6M | +12.7% | +19.9% | -7.3% | +4.8% |
| YTD | +5.6% | +35.7% | -30.2% | -6.6% |
| 1Y | +16.0% | +68.1% | -52.1% | -5.4% |
| 3Y | +94.0% | +87.1% | +6.9% | +47.4% |
| 5Y | +16.2% | +47.6% | -31.5% | -6.4% |
| All | +95.6% | -48.4% | +143.9% | +86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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