-87.0%
TMF vs VT
+224.5%
-311.5%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.4% | +0.4% | -1.9% | -1.3% |
| 30D | -2.8% | +1.0% | -3.8% | -2.6% |
| 3M | -10.9% | +2.4% | -13.3% | -10.4% |
| 6M | -21.3% | +12.0% | -33.3% | -18.8% |
| YTD | -15.9% | +15.3% | -31.2% | -12.3% |
| 1Y | -15.7% | +22.6% | -38.3% | -10.2% |
| 3Y | -43.4% | +74.7% | -118.0% | -31.0% |
| 5Y | -87.8% | +66.1% | -153.9% | -86.0% |
| All | -87.0% | +224.5% | -311.5% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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