-81.8%
TMF vs VCLT
+20.2%
-102.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | -0.6% |
| 7D | +0.6% | +1.2% | -0.6% | -2.4% |
| 30D | +16.3% | +3.4% | +12.9% | +7.3% |
| 3M | -2.7% | -0.9% | -1.8% | +0.2% |
| 6M | -13.2% | -3.1% | -10.0% | -4.7% |
| YTD | -16.7% | -2.4% | -14.3% | -9.7% |
| 1Y | -22.7% | -2.7% | -20.1% | -15.4% |
| 3Y | -26.1% | +16.9% | -43.0% | -42.0% |
| 5Y | -88.4% | -17.0% | -71.4% | -79.1% |
| 10Y | -81.8% | +22.1% | -103.9% | -87.0% |
| All | -81.8% | +20.2% | -102.0% | -87.0% |
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