-82.1%
TMF vs VO
+197.6%
-279.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -9.3% | +3.1% | -12.4% | -8.6% |
| 30D | +1.9% | +2.2% | -0.3% | +2.5% |
| 3M | -11.2% | -2.5% | -8.7% | -11.8% |
| 6M | -17.7% | +7.0% | -24.7% | -16.4% |
| YTD | -24.5% | +14.0% | -38.4% | -21.9% |
| 1Y | -29.4% | +15.6% | -45.1% | -26.8% |
| 3Y | -33.4% | +66.2% | -99.6% | -21.8% |
| 5Y | -88.7% | +36.6% | -125.3% | -88.4% |
| All | -82.1% | +197.6% | -279.8% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling