+750.6%
TT vs VFC
-44.8%
+795.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.6% | +2.1% | +4.1% |
| 7D | +1.7% | +7.7% | -5.9% | +0.1% |
| 30D | -11.8% | +39.2% | -51.0% | -18.4% |
| 3M | -12.6% | +40.3% | -52.9% | -19.3% |
| 6M | -9.4% | +11.4% | -20.7% | -12.6% |
| YTD | +8.8% | +17.5% | -8.7% | +3.2% |
| 1Y | -2.5% | +45.9% | -48.4% | -12.3% |
| 3Y | +95.7% | +47.3% | +48.3% | +54.3% |
| 5Y | +135.7% | -67.2% | +202.9% | +221.6% |
| 10Y | +750.6% | -46.1% | +796.7% | +849.0% |
| All | +750.6% | -44.8% | +795.4% | +849.0% |
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 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