-87.7%
TMF vs VEU
+56.3%
-144.0%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.0% | +1.7% | -0.7% | +0.3% |
| 30D | -1.8% | +1.0% | -2.8% | -2.2% |
| 3M | -8.2% | +5.6% | -13.9% | -10.3% |
| 6M | -19.5% | +13.7% | -33.2% | -23.4% |
| YTD | -16.0% | +17.7% | -33.7% | -21.1% |
| 1Y | -22.5% | +25.8% | -48.3% | -29.1% |
| 3Y | -42.3% | +77.1% | -119.4% | -53.2% |
| 5Y | -87.7% | +57.1% | -144.8% | -91.3% |
| All | -87.7% | +56.3% | -144.0% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling