+16.1%
TFX vs VT
+224.4%
-208.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | -0.4% |
| 7D | +4.3% | -0.7% | +5.0% | +4.8% |
| 30D | +24.4% | -1.7% | +26.1% | +26.2% |
| 3M | +17.4% | -2.3% | +19.7% | +19.6% |
| 6M | +21.1% | +1.5% | +19.6% | +18.4% |
| YTD | +29.1% | +12.0% | +17.1% | +14.4% |
| 1Y | +40.8% | +12.9% | +27.9% | +23.8% |
| 3Y | -19.7% | +74.9% | -94.7% | -54.4% |
| 5Y | -52.0% | +59.9% | -111.9% | -70.2% |
| 10Y | +16.1% | +224.6% | -208.6% | -63.0% |
| All | +16.1% | +224.4% | -208.3% | -63.0% |
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 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