-68.9%
TMF vs VO
+844.6%
-913.5%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | -1.7% |
| 7D | +2.7% | -3.3% | +6.1% | +0.5% |
| 30D | +19.3% | -1.8% | +21.2% | +17.9% |
| 3M | -3.7% | -3.4% | -0.3% | -5.9% |
| 6M | -11.3% | +3.0% | -14.3% | -9.9% |
| YTD | -16.6% | +10.7% | -27.3% | -11.2% |
| 1Y | -21.1% | +11.8% | -32.9% | -15.5% |
| 3Y | -26.8% | +60.4% | -87.2% | +0.9% |
| 5Y | -88.0% | +33.6% | -121.6% | -86.4% |
| 10Y | -84.7% | +202.0% | -286.7% | -52.8% |
| All | -68.9% | +844.6% | -913.5% | +330.9% |
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