+399.3%
TFII vs VT
+215.5%
+183.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -2.0% |
| 7D | +1.7% | -2.3% | +4.1% | +4.3% |
| 30D | -15.5% | -5.0% | -10.5% | -10.5% |
| 3M | -30.7% | -4.9% | -25.8% | -26.7% |
| 6M | -31.3% | -1.5% | -29.8% | -30.1% |
| YTD | -7.1% | +8.5% | -15.6% | -14.6% |
| 1Y | +12.2% | +11.4% | +0.9% | +0.2% |
| 3Y | -12.8% | +70.1% | -82.8% | -49.9% |
| 5Y | -11.9% | +53.7% | -65.6% | -43.5% |
| All | +399.3% | +215.5% | +183.8% | +100.2% |
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