+1,250.4%
VUG vs TFC
+229.1%
+1,021.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.1% | +2.4% | -2.5% | -0.9% |
| 30D | -0.3% | -1.3% | +1.0% | 0.0% |
| 3M | -0.7% | +6.1% | -6.7% | -2.8% |
| 6M | +14.6% | +7.3% | +7.3% | +11.5% |
| YTD | +9.0% | +8.2% | +0.8% | +5.6% |
| 1Y | +14.9% | +14.4% | +0.4% | +9.0% |
| 3Y | +86.0% | +93.7% | -7.7% | +46.9% |
| 5Y | +76.7% | +16.4% | +60.3% | +60.0% |
| 10Y | +411.3% | +101.6% | +309.7% | +261.4% |
| All | +1,250.4% | +229.1% | +1,021.4% | +641.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling