-52.8%
TFX vs VT
+57.5%
-110.4%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.8% |
| 7D | +11.0% | -0.1% | +11.1% | +10.9% |
| 30D | +24.1% | -3.1% | +27.2% | +27.3% |
| 3M | +17.1% | -3.5% | +20.6% | +20.5% |
| 6M | +17.3% | +0.5% | +16.8% | +15.8% |
| YTD | +28.3% | +10.8% | +17.5% | +15.3% |
| 1Y | +45.4% | +11.9% | +33.5% | +29.5% |
| 3Y | -20.2% | +73.0% | -93.2% | -53.5% |
| 5Y | -52.8% | +58.6% | -111.5% | -69.9% |
| All | -52.8% | +57.5% | -110.4% | -69.9% |
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