+671.5%
TFII vs VT
+224.5%
+447.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | +2.9% | +0.4% | +2.4% | +2.4% |
| 30D | -1.7% | +1.0% | -2.7% | -2.6% |
| 3M | -14.2% | +2.4% | -16.6% | -16.4% |
| 6M | +16.8% | +12.0% | +4.8% | +3.7% |
| YTD | +33.7% | +15.3% | +18.4% | +15.0% |
| 1Y | +42.9% | +22.6% | +20.3% | +15.3% |
| 3Y | +3.3% | +74.7% | -71.3% | -42.1% |
| 5Y | +26.3% | +66.1% | -39.9% | -24.9% |
| All | +671.5% | +224.5% | +447.0% | +195.6% |
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