+1,826.6%
TFII vs VT
+356.1%
+1,470.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -16.0% | -1.6% | -14.4% | -14.8% |
| 30D | -19.0% | -2.5% | -16.5% | -17.4% |
| 3M | -28.3% | -1.3% | -27.0% | -27.4% |
| 6M | -32.0% | +3.1% | -35.0% | -33.3% |
| YTD | -5.8% | +10.9% | -16.7% | -12.2% |
| 1Y | +9.0% | +12.1% | -3.0% | +0.8% |
| 3Y | -12.4% | +73.9% | -86.3% | -40.0% |
| 5Y | -7.6% | +58.0% | -65.6% | -31.6% |
| 10Y | +394.2% | +225.5% | +168.7% | +144.3% |
| All | +1,826.6% | +356.1% | +1,470.5% | +657.6% |
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 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