+654.5%
VST vs TFC
-0.4%
+655.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.4% | +6.7% |
| 7D | -0.5% | +0.3% | -0.8% | -0.8% |
| 30D | -17.1% | +9.2% | -26.2% | -19.6% |
| 3M | -4.6% | -2.9% | -1.7% | -4.0% |
| 6M | -9.1% | +3.5% | -12.6% | -10.8% |
| YTD | -16.6% | +5.4% | -22.1% | -19.2% |
| 1Y | -29.5% | +17.3% | -46.8% | -34.3% |
| 3Y | +297.5% | +96.7% | +200.9% | +217.4% |
| 5Y | +654.5% | -1.1% | +655.6% | +634.0% |
| All | +654.5% | -0.4% | +655.0% | +634.0% |
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