+72.2%
V vs TMF
-87.5%
+159.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.0% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | +2.0% | -2.8% | +4.8% | +2.0% |
| 3M | +17.4% | -10.9% | +28.3% | +17.6% |
| 6M | +17.5% | -21.3% | +38.8% | +18.1% |
| YTD | +7.6% | -15.9% | +23.5% | +7.9% |
| 1Y | +7.7% | -15.7% | +23.5% | +8.0% |
| 3Y | +54.7% | -43.4% | +98.0% | +55.0% |
| All | +72.2% | -87.5% | +159.7% | +55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling