-84.3%
TMF vs VT
+215.5%
-299.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.1% |
| 7D | +1.2% | -2.3% | +3.5% | +0.5% |
| 30D | +19.7% | -5.0% | +24.7% | +18.1% |
| 3M | -2.1% | -4.9% | +2.8% | -3.5% |
| 6M | -13.4% | -1.5% | -11.9% | -13.9% |
| YTD | -16.7% | +8.5% | -25.2% | -14.6% |
| 1Y | -23.3% | +11.4% | -34.7% | -20.6% |
| 3Y | -24.8% | +70.1% | -94.9% | -7.5% |
| 5Y | -88.0% | +53.7% | -141.8% | -86.7% |
| All | -84.3% | +215.5% | -299.9% | -70.4% |
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