+2,826.7%
VRT vs TFC
+42.1%
+2,784.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.1% | +5.8% | +4.6% |
| 7D | +13.6% | +2.2% | +11.4% | +12.4% |
| 30D | +6.8% | -2.5% | +9.2% | +7.9% |
| 3M | -3.2% | +4.5% | -7.8% | -5.8% |
| 6M | +20.3% | +11.0% | +9.4% | +13.9% |
| YTD | +79.6% | +5.9% | +73.7% | +72.9% |
| 1Y | +139.0% | +14.6% | +124.4% | +120.7% |
| 3Y | +644.6% | +96.7% | +547.9% | +436.3% |
| 5Y | +1,024.4% | +15.6% | +1,008.8% | +909.9% |
| All | +2,826.7% | +42.1% | +2,784.6% | +1,931.5% |
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