-86.0%
TMF vs VIG
+241.3%
-327.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.1% | -1.9% |
| 7D | -0.9% | -1.2% | +0.3% | -1.3% |
| 30D | -1.0% | -2.8% | +1.8% | -2.1% |
| 3M | -11.3% | +2.5% | -13.7% | -10.5% |
| 6M | -22.7% | +8.1% | -30.8% | -20.5% |
| YTD | -17.3% | +9.6% | -26.9% | -14.5% |
| 1Y | -22.5% | +14.2% | -36.6% | -18.4% |
| 3Y | -43.2% | +56.1% | -99.3% | -30.8% |
| 5Y | -88.3% | +62.8% | -151.2% | -85.5% |
| 10Y | -86.0% | +248.2% | -334.2% | -67.0% |
| All | -86.0% | +241.3% | -327.3% | -67.0% |
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