+16.6%
TFPN vs VT
+68.8%
-52.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | -0.2% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | -5.3% | -2.6% | -2.7% | -4.1% |
| 3M | -3.3% | -3.2% | -0.1% | -1.8% |
| 6M | -8.6% | +0.9% | -9.5% | -9.0% |
| YTD | +11.4% | +11.3% | +0.1% | +6.2% |
| 1Y | +13.1% | +14.0% | -0.9% | +6.9% |
| 3Y | +17.1% | +75.8% | -58.7% | +1.0% |
| All | +16.6% | +68.8% | -52.2% | +2.1% |
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 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