+405.3%
VUG vs TFC
+81.3%
+324.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.1% | -1.2% | +0.1% | -0.7% |
| 30D | -7.0% | +7.8% | -14.8% | -9.3% |
| 3M | -3.7% | -3.0% | -0.7% | -3.0% |
| 6M | -1.6% | +5.8% | -7.4% | -4.0% |
| YTD | +5.1% | +5.3% | -0.1% | +2.5% |
| 1Y | +3.8% | +15.7% | -11.9% | -2.0% |
| 3Y | +79.9% | +94.8% | -14.9% | +41.4% |
| 5Y | +66.4% | 0.0% | +66.3% | +58.5% |
| 10Y | +405.3% | +79.0% | +326.3% | +291.0% |
| All | +405.3% | +81.3% | +324.0% | +291.0% |
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 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