+810.9%
VOO vs TFC
+275.6%
+535.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | +2.6% | +1.2% | +1.4% | +2.1% |
| 30D | -2.0% | +9.7% | -11.6% | -5.4% |
| 3M | -2.8% | -4.8% | +2.0% | -1.2% |
| 6M | +2.2% | +8.4% | -6.3% | -1.5% |
| YTD | +11.5% | +4.7% | +6.8% | +8.5% |
| 1Y | +13.5% | +15.0% | -1.5% | +6.5% |
| 3Y | +78.1% | +93.9% | -15.9% | +33.9% |
| 5Y | +73.1% | +0.6% | +72.5% | +62.7% |
| 10Y | +310.7% | +78.0% | +232.8% | +173.2% |
| All | +810.9% | +275.6% | +535.4% | +314.3% |
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