+211.1%
TFPM vs VT
+95.7%
+115.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -0.1% | +0.4% | -0.5% | -0.4% |
| 30D | +8.7% | +1.0% | +7.7% | +7.9% |
| 3M | +11.8% | +2.4% | +9.4% | +10.0% |
| 6M | -13.3% | +12.0% | -25.3% | -19.9% |
| YTD | +2.6% | +15.3% | -12.7% | -6.6% |
| 1Y | +26.4% | +22.6% | +3.9% | +11.1% |
| 3Y | +155.6% | +74.7% | +81.0% | +80.0% |
| All | +211.1% | +95.7% | +115.3% | +105.7% |
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