+71.9%
TMFC vs VT
+53.4%
+18.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.4% |
| 7D | -2.7% | -2.3% | -0.4% | 0.0% |
| 30D | -8.5% | -5.0% | -3.5% | -2.9% |
| 3M | -6.2% | -4.9% | -1.3% | -0.6% |
| 6M | -1.7% | -1.5% | -0.2% | 0.0% |
| YTD | +4.4% | +8.5% | -4.1% | -5.5% |
| 1Y | +5.5% | +11.4% | -5.9% | -7.5% |
| 3Y | +84.9% | +70.1% | +14.9% | -2.3% |
| All | +71.9% | +53.4% | +18.5% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling