+160.5%
VEA vs TFC
+79.2%
+81.3%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +2.3% | +2.3% | 0.0% | +1.6% |
| 30D | +0.2% | +10.8% | -10.6% | -2.9% |
| 3M | -5.3% | -3.8% | -1.6% | -4.3% |
| 6M | -0.9% | +9.6% | -10.5% | -4.1% |
| YTD | +12.2% | +5.8% | +6.4% | +9.5% |
| 1Y | +16.1% | +16.2% | -0.1% | +10.0% |
| 3Y | +73.0% | +96.0% | -23.0% | +36.1% |
| 5Y | +53.7% | +1.7% | +52.0% | +45.8% |
| All | +160.5% | +79.2% | +81.3% | +96.2% |
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