+2,633.7%
TFII vs VT
+374.2%
+2,259.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | +2.9% | +0.4% | +2.4% | +2.6% |
| 30D | -1.7% | +1.0% | -2.7% | -2.3% |
| 3M | -14.2% | +2.4% | -16.6% | -15.7% |
| 6M | +16.8% | +12.0% | +4.8% | +7.8% |
| YTD | +33.7% | +15.3% | +18.4% | +20.9% |
| 1Y | +42.9% | +22.6% | +20.3% | +23.8% |
| 3Y | +3.3% | +74.7% | -71.3% | -29.6% |
| 5Y | +26.3% | +66.1% | -39.9% | -9.8% |
| 10Y | +692.1% | +225.0% | +467.1% | +287.9% |
| All | +2,633.7% | +374.2% | +2,259.5% | +943.8% |
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 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