+189.1%
TFPM vs VT
+84.1%
+105.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.2% |
| 7D | +12.1% | -2.3% | +14.4% | +14.0% |
| 30D | +4.6% | -5.0% | +9.6% | +9.0% |
| 3M | -1.6% | -4.9% | +3.2% | +2.5% |
| 6M | -3.2% | -1.5% | -1.7% | -1.4% |
| YTD | -4.6% | +8.5% | -13.1% | -8.8% |
| 1Y | +14.3% | +11.4% | +2.9% | +7.7% |
| 3Y | +148.2% | +70.1% | +78.1% | +80.5% |
| All | +189.1% | +84.1% | +105.0% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling