+158.3%
VEA vs TFC
+171.2%
-12.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | +2.3% | +2.3% | 0.0% | +1.5% |
| 30D | +0.2% | +10.8% | -10.6% | -3.2% |
| 3M | -5.3% | -3.8% | -1.6% | -4.3% |
| 6M | -0.9% | +9.6% | -10.5% | -4.4% |
| YTD | +12.2% | +5.8% | +6.4% | +9.3% |
| 1Y | +16.1% | +16.2% | -0.1% | +9.5% |
| 3Y | +73.0% | +96.0% | -23.0% | +33.5% |
| 5Y | +53.7% | +1.7% | +52.0% | +43.6% |
| 10Y | +159.3% | +79.9% | +79.5% | +82.9% |
| All | +158.3% | +171.2% | -12.9% | +45.8% |
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