-24.3%
TMF vs VO
+16.3%
-40.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.6% | +1.8% |
| 7D | +4.0% | +1.0% | +3.0% | +3.2% |
| 30D | +19.5% | +2.6% | +16.8% | +17.0% |
| 3M | -3.5% | -0.3% | -3.3% | -3.6% |
| 6M | -10.6% | +7.6% | -18.2% | -15.1% |
| YTD | -17.1% | +14.7% | -31.8% | -23.9% |
| 1Y | -24.3% | +16.4% | -40.7% | -30.5% |
| All | -24.3% | +16.3% | -40.5% | -30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 1y: compounded portfolio wealth divided by compounded VO 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…
1y analysis · Full analysis span regression · 6 months rolling