-87.4%
TMF vs VIG
+63.1%
-150.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | +0.5% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | -2.8% | -1.0% | -1.9% | -2.5% |
| 3M | -10.9% | +2.8% | -13.7% | -11.7% |
| 6M | -21.3% | +8.2% | -29.5% | -23.4% |
| YTD | -15.9% | +11.0% | -26.9% | -18.9% |
| 1Y | -15.7% | +16.1% | -31.9% | -19.9% |
| 3Y | -43.4% | +56.2% | -99.5% | -50.9% |
| All | -87.4% | +63.1% | -150.5% | -89.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling