-10.2%
TFII vs VT
+57.9%
-68.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -16.0% | -1.6% | -14.4% | -14.0% |
| 30D | -19.0% | -2.5% | -16.5% | -16.3% |
| 3M | -28.3% | -1.3% | -27.0% | -26.9% |
| 6M | -32.0% | +3.1% | -35.0% | -34.5% |
| YTD | -5.8% | +10.9% | -16.7% | -17.1% |
| 1Y | +9.0% | +12.1% | -3.0% | -5.3% |
| 3Y | -12.4% | +73.9% | -86.3% | -56.4% |
| All | -10.2% | +57.9% | -68.1% | -49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling