-56.4%
TMF vs VCLT
+103.4%
-159.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | 0.0% |
| 7D | -1.4% | -0.5% | -0.9% | 0.0% |
| 30D | -2.8% | -0.9% | -2.0% | -0.1% |
| 3M | -10.9% | -3.2% | -7.7% | -1.4% |
| 6M | -21.3% | -3.8% | -17.5% | -10.9% |
| YTD | -15.9% | -2.0% | -13.9% | -9.4% |
| 1Y | -15.7% | -0.8% | -14.9% | -11.8% |
| 3Y | -43.4% | +12.3% | -55.6% | -52.7% |
| 5Y | -87.8% | -15.4% | -72.4% | -74.0% |
| 10Y | -86.7% | +15.7% | -102.5% | -90.0% |
| All | -56.4% | +103.4% | -159.8% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling