+97.2%
TFC price history and return analytics
+222.7%
-125.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | 0.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.1% |
| 30D | -2.3% | -0.7% | -1.7% | -1.5% |
| 3M | +2.5% | +4.0% | -1.5% | -3.1% |
| 6M | +9.5% | +12.3% | -2.8% | -6.7% |
| YTD | +5.1% | +14.0% | -9.0% | -12.3% |
| 1Y | +15.5% | +20.3% | -4.8% | -10.3% |
| 3Y | +95.2% | +75.4% | +19.7% | -7.0% |
| 5Y | +14.5% | +66.0% | -51.5% | -40.7% |
| 10Y | +97.2% | +228.2% | -131.0% | -55.2% |
| All | +97.2% | +222.7% | -125.5% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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