+314.1%
VOO vs TFC
+98.5%
+215.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -2.0% | -2.5% | +0.5% | -1.1% |
| 30D | -1.7% | -2.8% | +1.2% | -0.7% |
| 3M | +4.7% | +2.1% | +2.6% | +3.6% |
| 6M | +12.6% | +10.1% | +2.4% | +8.3% |
| YTD | +11.8% | +5.4% | +6.3% | +8.9% |
| 1Y | +17.5% | +16.3% | +1.2% | +10.4% |
| 3Y | +77.0% | +95.9% | -18.9% | +35.7% |
| 5Y | +82.6% | +16.0% | +66.6% | +64.4% |
| All | +314.1% | +98.5% | +215.6% | +185.2% |
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