-86.0%
TMF vs VEU
+150.1%
-236.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.8% |
| 7D | -0.9% | +0.3% | -1.2% | -0.8% |
| 30D | -1.0% | +0.7% | -1.6% | -0.8% |
| 3M | -11.3% | +4.7% | -16.0% | -10.4% |
| 6M | -22.7% | +11.6% | -34.4% | -20.8% |
| YTD | -17.3% | +16.8% | -34.1% | -14.2% |
| 1Y | -22.5% | +24.9% | -47.4% | -17.9% |
| 3Y | -43.2% | +75.7% | -119.0% | -32.9% |
| 5Y | -88.3% | +56.1% | -144.4% | -87.5% |
| 10Y | -86.0% | +153.6% | -239.6% | -80.8% |
| All | -86.0% | +150.1% | -236.1% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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