+408.2%
TFII vs VT
+214.8%
+193.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | +0.8% |
| 7D | -14.1% | -4.2% | -10.0% | -9.8% |
| 30D | -15.2% | -5.8% | -9.4% | -9.3% |
| 3M | -30.4% | -5.2% | -25.2% | -26.1% |
| 6M | -28.2% | +0.1% | -28.3% | -28.3% |
| YTD | -5.4% | +8.2% | -13.6% | -12.9% |
| 1Y | +10.0% | +10.1% | -0.1% | -0.6% |
| 3Y | -12.1% | +69.7% | -81.7% | -49.4% |
| 5Y | -10.3% | +53.4% | -63.7% | -42.3% |
| All | +408.2% | +214.8% | +193.4% | +104.3% |
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