+311.1%
TFC price history and return analytics
+360.7%
-49.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -1.3% |
| 7D | -1.2% | -0.7% | -0.5% | -0.5% |
| 30D | +7.8% | -1.7% | +9.5% | +9.7% |
| 3M | -3.0% | -2.3% | -0.7% | -0.6% |
| 6M | +5.8% | +1.5% | +4.3% | +2.9% |
| YTD | +5.3% | +12.0% | -6.8% | -9.1% |
| 1Y | +15.7% | +12.9% | +2.8% | -1.1% |
| 3Y | +94.8% | +74.9% | +19.8% | -0.3% |
| 5Y | 0.0% | +59.9% | -59.9% | -42.4% |
| 10Y | +79.0% | +224.6% | -145.6% | -52.2% |
| All | +311.1% | +360.7% | -49.5% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling