-29.4%
TMF vs VO
+68.0%
-97.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.6% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | +11.5% | +2.0% | +9.5% | +10.3% |
| 3M | -4.5% | -0.3% | -4.2% | -4.5% |
| 6M | -15.0% | +7.3% | -22.3% | -17.9% |
| YTD | -19.9% | +15.0% | -34.8% | -25.0% |
| 1Y | -26.6% | +14.7% | -41.3% | -31.2% |
| All | -29.4% | +68.0% | -97.4% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling