+173.7%
VEA vs TFC
+177.4%
-3.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +1.0% | +2.4% | -1.5% | +0.1% |
| 30D | +1.9% | -1.3% | +3.3% | +2.3% |
| 3M | +3.2% | +6.1% | -2.9% | +0.9% |
| 6M | +10.2% | +7.3% | +2.9% | +7.2% |
| YTD | +18.9% | +8.2% | +10.7% | +15.0% |
| 1Y | +29.3% | +14.4% | +14.9% | +22.5% |
| 3Y | +76.8% | +93.7% | -16.9% | +36.6% |
| 5Y | +61.2% | +16.4% | +44.8% | +43.7% |
| 10Y | +163.3% | +101.6% | +61.7% | +78.4% |
| All | +173.7% | +177.4% | -3.7% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling