-41.5%
TMF vs VIG
+58.6%
-100.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.7% |
| 7D | -1.4% | -0.4% | -1.0% | -1.2% |
| 30D | -2.8% | -1.0% | -1.9% | -2.2% |
| 3M | -10.9% | +2.8% | -13.7% | -12.3% |
| 6M | -21.3% | +8.2% | -29.5% | -24.9% |
| YTD | -15.9% | +11.0% | -26.9% | -21.0% |
| 1Y | -15.7% | +16.1% | -31.9% | -23.0% |
| All | -41.5% | +58.6% | -100.1% | -64.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling