-68.7%
TMF vs VO
+874.2%
-942.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.2% |
| 7D | -1.4% | -0.3% | -1.2% | -1.6% |
| 30D | -2.8% | -0.3% | -2.5% | -3.1% |
| 3M | -10.9% | +2.9% | -13.9% | -9.3% |
| 6M | -21.3% | +9.3% | -30.7% | -17.0% |
| YTD | -15.9% | +14.2% | -30.1% | -8.6% |
| 1Y | -15.7% | +15.3% | -31.0% | -7.8% |
| 3Y | -43.4% | +56.2% | -99.6% | -24.2% |
| 5Y | -87.8% | +42.4% | -130.2% | -85.3% |
| 10Y | -86.7% | +194.7% | -281.5% | -61.1% |
| All | -68.7% | +874.2% | -942.8% | +343.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling