+484.0%
V vs TMF
-82.1%
+566.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.2% |
| 7D | +0.9% | -9.3% | +10.2% | +0.3% |
| 30D | +9.0% | +1.9% | +7.0% | +9.1% |
| 3M | +16.7% | -11.2% | +27.9% | +15.9% |
| 6M | +33.4% | -17.7% | +51.1% | +31.9% |
| YTD | +22.4% | -24.5% | +46.8% | +20.4% |
| 1Y | +27.7% | -29.4% | +57.1% | +25.1% |
| 3Y | +78.0% | -33.4% | +111.4% | +75.7% |
| 5Y | +108.5% | -88.7% | +197.2% | +65.0% |
| All | +484.0% | -82.1% | +566.1% | +405.8% |
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