+455.4%
V vs TMF
-81.8%
+537.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +0.1% |
| 7D | +0.8% | -1.1% | +1.9% | +0.7% |
| 30D | +9.9% | +11.8% | -1.9% | +10.7% |
| 3M | +17.5% | -4.0% | +21.5% | +17.2% |
| 6M | +33.5% | -16.5% | +50.0% | +32.0% |
| YTD | +21.6% | -19.9% | +41.5% | +20.0% |
| 1Y | +27.6% | -25.6% | +53.1% | +25.4% |
| 3Y | +76.4% | -29.9% | +106.3% | +74.7% |
| 5Y | +103.8% | -88.2% | +192.1% | +61.5% |
| All | +455.4% | -81.8% | +537.2% | +383.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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