+70.9%
TMFC vs VT
+53.2%
+17.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | 0.0% |
| 7D | -5.6% | -4.2% | -1.4% | -0.8% |
| 30D | -9.1% | -5.8% | -3.3% | -2.6% |
| 3M | -6.8% | -5.2% | -1.6% | -0.8% |
| 6M | -0.7% | +0.1% | -0.8% | -0.9% |
| YTD | +3.7% | +8.2% | -4.5% | -5.9% |
| 1Y | +3.4% | +10.1% | -6.7% | -8.1% |
| 3Y | +84.5% | +69.7% | +14.9% | -2.3% |
| 5Y | +70.9% | +53.4% | +17.5% | +3.8% |
| All | +70.9% | +53.2% | +17.7% | +3.8% |
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