-68.7%
TMF vs VT
+638.2%
-706.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.3% |
| 7D | -1.4% | +0.4% | -1.9% | -1.1% |
| 30D | -2.8% | +1.0% | -3.8% | -2.2% |
| 3M | -10.9% | +2.4% | -13.3% | -9.6% |
| 6M | -21.3% | +12.0% | -33.3% | -15.1% |
| YTD | -15.9% | +15.3% | -31.2% | -7.1% |
| 1Y | -15.7% | +22.6% | -38.3% | -2.4% |
| 3Y | -43.4% | +74.7% | -118.0% | -13.9% |
| 5Y | -87.8% | +66.1% | -153.9% | -82.8% |
| 10Y | -86.7% | +225.0% | -311.7% | -55.2% |
| All | -68.7% | +638.2% | -706.8% | +246.0% |
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