+236.7%
TFX vs VT
+345.0%
-108.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +4.6% |
| 7D | +7.6% | -4.2% | +11.8% | +11.1% |
| 30D | +22.0% | -5.8% | +27.8% | +27.5% |
| 3M | +11.5% | -5.2% | +16.8% | +16.0% |
| 6M | +26.7% | +0.1% | +26.6% | +25.7% |
| YTD | +25.7% | +8.2% | +17.4% | +17.3% |
| 1Y | +23.3% | +10.1% | +13.2% | +13.6% |
| 3Y | -25.9% | +69.7% | -95.6% | -51.1% |
| 5Y | -55.3% | +53.4% | -108.7% | -68.1% |
| 10Y | +13.3% | +219.2% | -205.9% | -51.4% |
| All | +236.7% | +345.0% | -108.3% | +16.5% |
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