-81.8%
TMF vs VIG
+267.0%
-348.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.4% | +0.9% |
| 7D | +0.6% | +0.4% | +0.2% | +0.8% |
| 30D | +16.3% | +4.3% | +12.0% | +18.1% |
| 3M | -2.7% | +2.0% | -4.7% | -2.1% |
| 6M | -13.2% | +10.2% | -23.4% | -10.1% |
| YTD | -16.7% | +14.8% | -31.5% | -12.4% |
| 1Y | -22.7% | +17.5% | -40.2% | -18.0% |
| 3Y | -26.1% | +67.4% | -93.5% | -6.8% |
| 5Y | -88.4% | +63.4% | -151.8% | -86.0% |
| 10Y | -81.8% | +259.9% | -341.7% | -60.2% |
| All | -81.8% | +267.0% | -348.8% | -60.2% |
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