+1,834.2%
TFII vs VT
+345.0%
+1,489.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.1% | +0.5% | -0.6% |
| 7D | -14.1% | -4.2% | -10.0% | -11.2% |
| 30D | -15.2% | -5.8% | -9.4% | -11.2% |
| 3M | -30.4% | -5.2% | -25.2% | -27.5% |
| 6M | -28.2% | +0.1% | -28.3% | -28.1% |
| YTD | -5.4% | +8.2% | -13.6% | -10.3% |
| 1Y | +10.0% | +10.1% | -0.1% | +3.1% |
| 3Y | -12.1% | +69.7% | -81.7% | -38.6% |
| 5Y | -10.3% | +53.4% | -63.7% | -32.1% |
| 10Y | +408.2% | +219.2% | +189.0% | +155.2% |
| All | +1,834.2% | +345.0% | +1,489.2% | +674.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling