-81.9%
TMF vs VIG
+262.6%
-344.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | -8.2% | +3.1% | -11.2% | -7.1% |
| 30D | +5.3% | +5.0% | +0.3% | +7.2% |
| 3M | -8.5% | +2.7% | -11.2% | -7.7% |
| 6M | -17.2% | +11.0% | -28.1% | -14.0% |
| YTD | -23.4% | +16.0% | -39.4% | -19.1% |
| 1Y | -30.2% | +16.3% | -46.5% | -26.3% |
| 3Y | -32.9% | +66.8% | -99.8% | -15.8% |
| 5Y | -88.5% | +64.8% | -153.3% | -86.1% |
| All | -81.9% | +262.6% | -344.5% | -58.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling