+227.8%
VST vs TFC
+84.5%
+143.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.0% | -4.1% | -5.3% |
| 7D | -19.9% | +1.1% | -21.0% | -20.4% |
| 30D | -29.7% | +7.8% | -37.4% | -32.1% |
| 3M | -19.6% | -4.8% | -14.8% | -18.2% |
| 6M | -29.4% | +1.8% | -31.2% | -30.8% |
| YTD | -29.7% | +4.4% | -34.1% | -32.5% |
| 1Y | -40.0% | +18.0% | -58.0% | -46.1% |
| All | +227.8% | +84.5% | +143.3% | +154.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling