+427.2%
TFII vs VT
+228.2%
+199.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.7% | +2.4% | +2.3% |
| 7D | -10.6% | -0.3% | -10.3% | -10.0% |
| 30D | -12.7% | -1.4% | -11.2% | -11.1% |
| 3M | -28.9% | -1.4% | -27.6% | -27.7% |
| 6M | -25.0% | +5.5% | -30.5% | -29.1% |
| YTD | -1.9% | +12.8% | -14.7% | -13.5% |
| 1Y | +13.3% | +15.4% | -2.1% | -2.6% |
| 3Y | -8.8% | +76.9% | -85.6% | -49.8% |
| 5Y | -6.5% | +60.4% | -66.9% | -42.6% |
| All | +427.2% | +228.2% | +199.0% | +102.8% |
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