+14,178.8%
TT vs VFC
+1,340.0%
+12,838.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | -2.0% | +11.2% | -13.2% | -5.6% |
| 30D | -14.0% | +41.5% | -55.5% | -24.0% |
| 3M | -15.9% | +38.9% | -54.8% | -25.3% |
| 6M | -17.3% | +6.1% | -23.5% | -20.6% |
| YTD | +4.0% | +14.5% | -10.6% | -3.6% |
| 1Y | -7.1% | +46.0% | -53.1% | -21.3% |
| 3Y | +90.2% | +36.4% | +53.9% | +36.8% |
| 5Y | +131.1% | -67.5% | +198.7% | +183.7% |
| 10Y | +777.7% | -45.8% | +823.6% | +693.5% |
| All | +14,178.8% | +1,340.0% | +12,838.8% | +3,557.1% |
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