+90.2%
TT vs VFC
+39.5%
+50.7%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.4% |
| 7D | -2.0% | +11.2% | -13.2% | -3.2% |
| 30D | -14.0% | +41.5% | -55.5% | -17.4% |
| 3M | -15.9% | +38.9% | -54.8% | -19.1% |
| 6M | -17.3% | +6.1% | -23.5% | -18.3% |
| YTD | +4.0% | +14.5% | -10.6% | +1.6% |
| 1Y | -7.1% | +46.0% | -53.1% | -11.3% |
| 3Y | +90.2% | +36.4% | +53.9% | +81.4% |
| All | +90.2% | +39.5% | +50.7% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling