-86.5%
TMF vs VCLT
+15.5%
-102.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | 0.0% |
| 7D | +1.0% | +0.3% | +0.7% | +0.2% |
| 30D | -1.8% | -0.6% | -1.3% | -0.2% |
| 3M | -8.2% | -2.2% | -6.0% | -2.3% |
| 6M | -19.5% | -2.9% | -16.6% | -12.3% |
| YTD | -16.0% | -2.1% | -13.9% | -10.1% |
| 1Y | -22.5% | -2.6% | -19.9% | -15.5% |
| 3Y | -42.3% | +12.5% | -54.8% | -49.8% |
| 5Y | -87.7% | -15.3% | -72.4% | -78.3% |
| 10Y | -86.5% | +16.6% | -103.1% | -88.6% |
| All | -86.5% | +15.5% | -102.1% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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