+18.0%
TFPN vs VT
+74.0%
-56.0%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +2.6% | +2.4% | +0.2% | +1.3% |
| 30D | -3.2% | -1.5% | -1.7% | -2.5% |
| 3M | -2.7% | -4.1% | +1.4% | -0.7% |
| 6M | -9.9% | +0.6% | -10.4% | -10.2% |
| YTD | +13.1% | +11.0% | +2.0% | +7.5% |
| 1Y | +15.3% | +13.3% | +2.0% | +8.6% |
| 3Y | +18.0% | +73.4% | -55.3% | +0.2% |
| All | +18.0% | +74.0% | -56.0% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling