+310.7%
VOO vs TFC
+79.2%
+231.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +2.6% | +2.3% | +0.3% | +1.8% |
| 30D | -2.0% | +10.8% | -12.8% | -5.4% |
| 3M | -2.8% | -3.8% | +1.0% | -1.7% |
| 6M | +2.2% | +9.6% | -7.4% | -1.6% |
| YTD | +11.5% | +5.8% | +5.7% | +8.4% |
| 1Y | +13.5% | +16.2% | -2.7% | +6.7% |
| 3Y | +78.1% | +96.0% | -17.9% | +36.8% |
| 5Y | +73.1% | +1.7% | +71.4% | +63.8% |
| All | +310.7% | +79.2% | +231.5% | +201.7% |
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