+15,818.7%
TT vs VFC
+845.1%
+14,973.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.2% |
| 7D | -0.2% | -1.6% | +1.4% | +0.3% |
| 30D | -7.4% | -11.6% | +4.3% | -3.5% |
| 3M | -3.2% | -18.1% | +14.9% | +2.4% |
| 6M | +1.1% | -27.4% | +28.5% | +10.6% |
| YTD | +15.6% | -24.8% | +40.4% | +24.4% |
| 1Y | +9.2% | -8.2% | +17.4% | +7.8% |
| 3Y | +124.4% | -29.1% | +153.5% | +99.9% |
| 5Y | +138.0% | -79.2% | +217.2% | +241.2% |
| 10Y | +886.4% | -68.1% | +954.5% | +985.8% |
| All | +15,818.7% | +845.1% | +14,973.5% | +4,632.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling