+132.3%
TT vs VFC
-68.3%
+200.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.2% | -4.7% | -1.9% |
| 7D | +4.0% | +1.6% | +2.4% | +3.8% |
| 30D | -11.3% | +25.5% | -36.8% | -14.2% |
| 3M | -12.3% | +41.3% | -53.6% | -16.6% |
| 6M | -10.8% | +22.2% | -33.1% | -13.9% |
| YTD | +8.2% | +16.4% | -8.2% | +4.9% |
| 1Y | +1.5% | +38.4% | -37.0% | -4.0% |
| 3Y | +91.5% | +56.2% | +35.3% | +66.2% |
| All | +132.3% | -68.3% | +200.7% | +247.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling