-68.7%
TMF vs VIG
+817.3%
-886.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.8% | 0.0% |
| 7D | -1.4% | -0.4% | -1.0% | -1.8% |
| 30D | -2.8% | -1.0% | -1.9% | -3.6% |
| 3M | -10.9% | +2.8% | -13.7% | -9.1% |
| 6M | -21.3% | +8.2% | -29.5% | -16.5% |
| YTD | -15.9% | +11.0% | -26.9% | -8.7% |
| 1Y | -15.7% | +16.1% | -31.9% | -5.0% |
| 3Y | -43.4% | +56.2% | -99.5% | -17.8% |
| 5Y | -87.8% | +63.0% | -150.7% | -81.9% |
| 10Y | -86.7% | +241.4% | -328.2% | -39.7% |
| All | -68.7% | +817.3% | -886.0% | +683.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling