-70.2%
TMF vs VEU
+331.2%
-401.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -4.3% |
| 7D | -1.1% | +0.5% | -1.6% | -0.7% |
| 30D | +11.8% | -2.3% | +14.1% | +10.2% |
| 3M | -4.0% | -4.4% | +0.3% | -6.9% |
| 6M | -16.5% | -2.2% | -14.4% | -18.0% |
| YTD | -19.9% | +10.9% | -30.9% | -14.6% |
| 1Y | -25.6% | +13.4% | -38.9% | -19.5% |
| 3Y | -29.9% | +69.7% | -99.6% | +1.1% |
| 5Y | -88.2% | +50.0% | -138.2% | -85.2% |
| 10Y | -81.7% | +145.8% | -227.5% | -58.2% |
| All | -70.2% | +331.2% | -401.4% | +41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling