-88.0%
TMF vs VO
+32.6%
-120.6%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +1.2% | -2.6% | +3.8% | +2.1% |
| 30D | +19.7% | -0.9% | +20.7% | +20.1% |
| 3M | -2.1% | -3.0% | +0.9% | -1.0% |
| 6M | -13.4% | +2.2% | -15.6% | -14.0% |
| YTD | -16.7% | +10.6% | -27.3% | -19.4% |
| 1Y | -23.3% | +12.5% | -35.9% | -26.2% |
| 3Y | -24.8% | +61.4% | -86.2% | -35.3% |
| All | -88.0% | +32.6% | -120.6% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling