-24.3%
TMF vs VIG
+19.5%
-43.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.1% | +0.3% | +0.2% |
| 7D | +4.0% | +2.7% | +1.2% | +1.0% |
| 30D | +19.5% | +7.0% | +12.4% | +11.3% |
| 3M | -3.5% | +4.0% | -7.5% | -7.6% |
| 6M | -10.6% | +12.3% | -22.9% | -19.4% |
| YTD | -17.1% | +16.4% | -33.4% | -28.3% |
| 1Y | -24.3% | +19.2% | -43.5% | -35.5% |
| All | -24.3% | +19.5% | -43.8% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling