-33.4%
TMF vs VCLT
+14.4%
-47.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | 0.0% |
| 7D | -9.3% | -2.3% | -7.0% | -1.8% |
| 30D | +1.9% | +0.8% | +1.2% | -0.3% |
| 3M | -11.2% | -2.7% | -8.6% | -1.8% |
| 6M | -17.7% | -4.3% | -13.4% | -3.1% |
| YTD | -24.5% | -4.3% | -20.1% | -10.4% |
| 1Y | -29.4% | -4.4% | -25.1% | -16.0% |
| 3Y | -33.4% | +13.8% | -47.2% | -54.3% |
| All | -33.4% | +14.4% | -47.8% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling