-82.1%
TMF vs VCLT
+21.5%
-103.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.3% |
| 7D | -9.3% | -2.3% | -7.0% | -3.8% |
| 30D | +1.9% | +0.8% | +1.2% | +0.4% |
| 3M | -11.2% | -2.7% | -8.6% | -4.1% |
| 6M | -17.7% | -4.3% | -13.4% | -6.8% |
| YTD | -24.5% | -4.3% | -20.1% | -13.7% |
| 1Y | -29.4% | -4.4% | -25.1% | -19.1% |
| 3Y | -33.4% | +13.8% | -47.2% | -44.1% |
| 5Y | -88.7% | -17.0% | -71.7% | -79.3% |
| All | -82.1% | +21.5% | -103.7% | -87.6% |
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