-21.4%
TPR vs VFC
-28.1%
+6.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.7% |
| 7D | -2.3% | -1.6% | -0.7% | -1.8% |
| 30D | -23.0% | -11.6% | -11.3% | -20.0% |
| 3M | -12.5% | -18.1% | +5.6% | -9.0% |
| 6M | -21.4% | -27.4% | +5.9% | -16.7% |
| All | -21.4% | -28.1% | +6.7% | -16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling