+444.2%
V vs TFC
+90.1%
+354.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.8% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | +9.5% | +9.2% | +0.4% | +6.1% |
| 3M | +16.7% | -2.9% | +19.6% | +17.8% |
| 6M | +32.9% | +3.5% | +29.4% | +30.8% |
| YTD | +21.1% | +5.4% | +15.7% | +17.9% |
| 1Y | +26.6% | +17.3% | +9.3% | +18.5% |
| 3Y | +78.4% | +96.7% | -18.3% | +34.7% |
| 5Y | +105.5% | -1.1% | +106.6% | +97.4% |
| 10Y | +444.2% | +84.7% | +359.5% | +314.9% |
| All | +444.2% | +90.1% | +354.2% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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