-11.4%
TFII vs VOO
+78.5%
-89.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | +1.1% | +2.6% | -1.5% | -1.7% |
| 30D | -14.7% | -2.0% | -12.7% | -12.6% |
| 3M | -34.5% | -2.8% | -31.7% | -32.4% |
| 6M | -27.9% | +2.2% | -30.1% | -29.5% |
| YTD | -6.0% | +11.5% | -17.6% | -16.3% |
| 1Y | +13.8% | +13.5% | +0.3% | -0.6% |
| 3Y | -11.4% | +78.1% | -89.5% | -55.5% |
| All | -11.4% | +78.5% | -89.9% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 3y: compounded portfolio wealth divided by compounded VOO 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…
3y analysis · Full analysis span regression · 6 months rolling