-69.8%
TMF vs VT
+610.0%
-679.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.2% |
| 7D | -0.9% | -1.6% | +0.7% | -2.0% |
| 30D | +14.8% | -2.5% | +17.3% | +12.8% |
| 3M | -3.8% | -1.3% | -2.5% | -4.8% |
| 6M | -14.5% | +3.1% | -17.6% | -12.9% |
| YTD | -19.1% | +10.9% | -30.0% | -13.1% |
| 1Y | -25.5% | +12.1% | -37.6% | -19.5% |
| 3Y | -29.0% | +73.9% | -102.9% | +8.9% |
| 5Y | -87.5% | +58.0% | -145.5% | -83.2% |
| 10Y | -84.7% | +225.5% | -310.2% | -47.2% |
| All | -69.8% | +610.0% | -679.9% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling