-41.5%
TMF vs VEU
+77.5%
-119.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | 0.0% |
| 7D | -1.4% | +1.1% | -2.6% | -2.1% |
| 30D | -2.8% | +2.2% | -5.0% | -4.1% |
| 3M | -10.9% | +3.0% | -13.9% | -12.6% |
| 6M | -21.3% | +10.9% | -32.2% | -26.2% |
| YTD | -15.9% | +18.2% | -34.1% | -24.3% |
| 1Y | -15.7% | +28.3% | -44.0% | -28.2% |
| All | -41.5% | +77.5% | -119.1% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling