+6,175.2%
TGT vs VFC
+827.5%
+5,347.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.4% |
| 7D | -0.6% | +0.8% | -1.5% | -1.0% |
| 30D | +9.5% | -11.9% | +21.5% | +14.8% |
| 3M | +32.3% | -20.2% | +52.4% | +42.0% |
| 6M | +37.0% | -23.0% | +60.0% | +48.2% |
| YTD | +71.0% | -26.2% | +97.3% | +86.9% |
| 1Y | +85.0% | -13.3% | +98.4% | +87.5% |
| 3Y | +46.8% | -25.5% | +72.3% | +36.4% |
| 5Y | -22.7% | -78.1% | +55.4% | +14.3% |
| 10Y | +216.3% | -68.8% | +285.0% | +260.8% |
| All | +6,175.2% | +827.5% | +5,347.7% | +1,916.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling