+206.2%
TFX vs VT
+374.2%
-168.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.9% | +0.4% | -1.4% | -1.3% |
| 30D | +1.4% | +1.0% | +0.4% | +0.6% |
| 3M | +5.0% | +2.4% | +2.6% | +2.8% |
| 6M | +17.0% | +12.0% | +5.0% | +6.7% |
| YTD | +14.3% | +15.3% | -1.1% | +1.8% |
| 1Y | +8.4% | +22.6% | -14.2% | -7.8% |
| 3Y | -33.4% | +74.7% | -108.1% | -56.9% |
| 5Y | -63.9% | +66.1% | -130.1% | -75.7% |
| 10Y | -20.6% | +225.0% | -245.6% | -66.5% |
| All | +206.2% | +374.2% | -168.0% | +1.2% |
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 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