+567.3%
VRT vs TFC
-2.5%
+569.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +4.0% |
| 7D | -21.4% | +1.2% | -22.6% | -22.1% |
| 30D | -25.8% | +8.3% | -34.2% | -29.3% |
| 3M | -33.5% | -5.2% | -28.4% | -31.9% |
| 6M | -49.0% | -0.8% | -48.2% | -49.6% |
| YTD | +12.9% | +3.4% | +9.5% | +8.3% |
| 1Y | 0.0% | +17.0% | -17.0% | -10.9% |
| 3Y | +361.8% | +86.2% | +275.6% | +208.7% |
| All | +567.3% | -2.5% | +569.8% | +610.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling