+898.0%
TT vs VFC
-68.5%
+966.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.5% | +0.3% |
| 7D | 0.0% | -1.6% | +1.6% | +0.4% |
| 30D | -7.2% | -11.6% | +4.5% | -4.6% |
| 3M | -3.0% | -18.1% | +15.1% | +0.8% |
| 6M | +1.4% | -27.4% | +28.7% | +7.8% |
| YTD | +15.9% | -24.8% | +40.7% | +22.0% |
| 1Y | +9.4% | -8.2% | +17.6% | +8.9% |
| 3Y | +124.4% | -29.1% | +153.5% | +112.4% |
| 5Y | +138.0% | -79.2% | +217.2% | +260.9% |
| All | +898.0% | -68.5% | +966.5% | +1,149.8% |
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