+445.9%
TFIN vs VT
+243.7%
+202.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -3.1% | +0.4% | -3.6% | -3.7% |
| 30D | -10.9% | +1.0% | -11.9% | -12.0% |
| 3M | -2.2% | +2.4% | -4.6% | -5.6% |
| 6M | +13.1% | +12.0% | +1.1% | -3.1% |
| YTD | +11.1% | +15.3% | -4.2% | -8.3% |
| 1Y | +8.5% | +22.6% | -14.1% | -17.5% |
| 3Y | +7.3% | +74.7% | -67.3% | -47.5% |
| 5Y | -15.4% | +66.1% | -81.5% | -54.6% |
| 10Y | +267.5% | +225.0% | +42.5% | +5.2% |
| All | +445.9% | +243.7% | +202.2% | +60.1% |
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