+221.5%
TFC vs VTV
+736.6%
-515.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +0.9% |
| 7D | +2.3% | +2.9% | -0.7% | -1.9% |
| 30D | +10.8% | +3.8% | +7.0% | +5.1% |
| 3M | -3.8% | +1.6% | -5.3% | -5.8% |
| 6M | +9.6% | +11.2% | -1.6% | -5.8% |
| YTD | +5.8% | +22.0% | -16.2% | -20.2% |
| 1Y | +16.2% | +24.9% | -8.7% | -15.3% |
| 3Y | +96.0% | +78.5% | +17.5% | -12.3% |
| 5Y | +1.7% | +77.8% | -76.1% | -53.1% |
| 10Y | +79.9% | +231.1% | -151.2% | -62.4% |
| All | +221.5% | +736.6% | -515.1% | -75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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