-84.3%
TMF vs VT
+214.8%
-299.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.6% | -0.6% |
| 7D | +2.7% | -4.2% | +6.9% | +1.5% |
| 30D | +19.3% | -5.8% | +25.1% | +17.3% |
| 3M | -3.7% | -5.2% | +1.6% | -5.2% |
| 6M | -11.3% | +0.1% | -11.4% | -11.3% |
| YTD | -16.6% | +8.2% | -24.8% | -14.5% |
| 1Y | -21.1% | +10.1% | -31.2% | -18.6% |
| 3Y | -26.8% | +69.7% | -96.5% | -10.1% |
| 5Y | -88.0% | +53.4% | -141.4% | -86.7% |
| All | -84.3% | +214.8% | -299.1% | -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