+449.7%
V vs TMF
-84.4%
+534.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.2% | +1.2% | +1.0% | +2.3% |
| 30D | +13.6% | +19.7% | -6.2% | +14.9% |
| 3M | +14.3% | -2.1% | +16.4% | +14.2% |
| 6M | +33.1% | -13.4% | +46.5% | +32.0% |
| YTD | +21.2% | -16.7% | +38.0% | +20.0% |
| 1Y | +26.4% | -23.3% | +49.8% | +24.5% |
| 3Y | +77.6% | -24.8% | +102.4% | +76.8% |
| 5Y | +102.6% | -88.0% | +190.6% | +61.1% |
| All | +449.7% | -84.4% | +534.1% | +381.6% |
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