-88.3%
TMF vs VIG
+64.4%
-152.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -9.3% | +3.5% | -12.8% | -10.5% |
| 30D | +1.9% | +4.9% | -3.0% | -0.1% |
| 3M | -11.2% | +2.5% | -13.7% | -12.2% |
| 6M | -17.7% | +11.0% | -28.7% | -20.9% |
| YTD | -24.5% | +16.0% | -40.4% | -28.6% |
| 1Y | -29.4% | +17.5% | -47.0% | -33.6% |
| 3Y | -33.4% | +67.0% | -100.4% | -44.1% |
| All | -88.3% | +64.4% | -152.7% | -90.7% |
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