+444.2%
V vs TMF
-83.0%
+527.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | +0.6% | -1.4% | -0.8% |
| 30D | +9.5% | +16.3% | -6.8% | +10.6% |
| 3M | +16.7% | -2.7% | +19.4% | +16.5% |
| 6M | +32.9% | -13.2% | +46.1% | +31.8% |
| YTD | +21.1% | -16.7% | +37.8% | +19.9% |
| 1Y | +26.6% | -22.7% | +49.4% | +24.7% |
| 3Y | +78.4% | -26.1% | +104.4% | +77.2% |
| 5Y | +105.5% | -88.4% | +193.9% | +61.9% |
| 10Y | +444.2% | -81.8% | +526.1% | +383.7% |
| All | +444.2% | -83.0% | +527.3% | +383.7% |
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