+123.4%
VRT vs TFC
+15.4%
+108.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.3% |
| 7D | +9.1% | +2.4% | +6.7% | +8.8% |
| 30D | +0.9% | -1.3% | +2.2% | +1.1% |
| 3M | -13.4% | +6.1% | -19.4% | -14.0% |
| 6M | +11.7% | +7.3% | +4.4% | +9.2% |
| YTD | +73.2% | +8.2% | +65.0% | +66.9% |
| 1Y | +123.4% | +14.4% | +109.0% | +104.2% |
| All | +123.4% | +15.4% | +108.1% | +104.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling