+27.4%
TFLO vs VT
+222.7%
-195.2%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | 0.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.3% | -0.7% | +1.0% | +0.3% |
| 3M | +0.9% | +4.0% | -3.0% | +1.0% |
| 6M | +1.9% | +12.3% | -10.4% | +1.9% |
| YTD | +2.6% | +14.0% | -11.4% | +2.7% |
| 1Y | +3.9% | +20.3% | -16.4% | +4.0% |
| 3Y | +14.5% | +75.4% | -61.0% | +14.6% |
| 5Y | +20.8% | +66.0% | -45.2% | +20.9% |
| 10Y | +27.4% | +228.2% | -200.8% | +27.8% |
| All | +27.4% | +222.7% | -195.2% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling