+13.1%
VUG vs TFC
+13.9%
-0.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.4% |
| 7D | +0.1% | -1.3% | +1.4% | +0.3% |
| 30D | -1.7% | -2.3% | +0.7% | -1.3% |
| 3M | +2.8% | +2.5% | +0.4% | +2.1% |
| 6M | +13.6% | +9.5% | +4.1% | +10.3% |
| YTD | +8.1% | +5.1% | +3.0% | +5.4% |
| 1Y | +13.1% | +15.5% | -2.4% | +6.8% |
| All | +13.1% | +13.9% | -0.9% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling