-4.5%
TT vs VFC
+52.5%
-57.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -2.4% |
| 7D | -8.5% | +21.5% | -29.9% | -11.7% |
| 30D | -12.8% | +46.7% | -59.5% | -19.3% |
| 3M | -12.9% | +38.4% | -51.3% | -18.5% |
| 6M | -15.2% | +15.2% | -30.5% | -18.1% |
| YTD | +6.2% | +17.8% | -11.6% | +1.0% |
| 1Y | -4.5% | +55.6% | -60.1% | -13.0% |
| All | -4.5% | +52.5% | -57.0% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling