+24.5%
VEA vs TFC
+16.6%
+7.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | -1.5% | -2.4% | +1.0% | -0.9% |
| 30D | -0.8% | -3.4% | +2.5% | -0.1% |
| 3M | +2.5% | +0.4% | +2.0% | +2.1% |
| 6M | +11.1% | +12.7% | -1.5% | +7.1% |
| YTD | +17.2% | +5.6% | +11.6% | +13.8% |
| 1Y | +24.5% | +16.0% | +8.5% | +18.5% |
| All | +24.5% | +16.6% | +7.9% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling