+203.6%
TGT vs VFC
-69.1%
+272.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.4% | -4.3% | -1.2% |
| 7D | -5.2% | -1.4% | -3.8% | -4.9% |
| 30D | +1.2% | -9.0% | +10.2% | +4.0% |
| 3M | +18.4% | -24.2% | +42.6% | +27.4% |
| 6M | +33.4% | -18.5% | +52.0% | +39.9% |
| YTD | +63.8% | -25.9% | +89.7% | +75.9% |
| 1Y | +77.2% | -13.0% | +90.2% | +79.3% |
| 3Y | +41.8% | -20.3% | +62.1% | +32.5% |
| 5Y | -25.5% | -78.1% | +52.5% | +3.1% |
| All | +203.6% | -69.1% | +272.7% | +232.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 VFC 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