-26.6%
TMF vs VCLT
-3.4%
-23.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | -0.6% |
| 7D | -3.4% | -0.6% | -2.8% | -1.6% |
| 30D | +11.5% | +2.8% | +8.7% | +2.7% |
| 3M | -4.5% | -0.4% | -4.1% | -2.7% |
| 6M | -15.0% | -3.1% | -11.9% | -5.1% |
| YTD | -19.9% | -2.7% | -17.2% | -10.6% |
| 1Y | -26.6% | -3.7% | -22.9% | -15.2% |
| All | -26.6% | -3.4% | -23.1% | -15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling