-28.4%
TGT vs VFC
-69.3%
+41.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.0% | +1.8% | -0.2% |
| 7D | +2.6% | -1.4% | +4.0% | +3.1% |
| 30D | +6.6% | +24.6% | -18.0% | -0.4% |
| 3M | +5.2% | +38.4% | -33.2% | -5.0% |
| 6M | +35.3% | +15.3% | +20.0% | +27.9% |
| YTD | +70.3% | +12.7% | +57.6% | +60.8% |
| 1Y | +81.2% | +32.7% | +48.5% | +61.9% |
| 3Y | +66.9% | +43.7% | +23.3% | +29.8% |
| All | -28.4% | -69.3% | +41.0% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling