+156.9%
VEA vs TMF
-82.2%
+239.1%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.9% |
| 7D | 0.0% | -1.1% | +1.0% | 0.0% |
| 30D | -1.4% | +11.8% | -13.2% | -1.1% |
| 3M | -4.1% | -4.0% | -0.1% | -4.2% |
| 6M | -1.3% | -16.5% | +15.2% | -1.9% |
| YTD | +12.1% | -19.9% | +32.0% | +11.3% |
| 1Y | +16.1% | -25.6% | +41.6% | +14.9% |
| 3Y | +73.0% | -29.9% | +102.9% | +72.3% |
| 5Y | +55.1% | -88.2% | +143.4% | +29.5% |
| 10Y | +156.9% | -81.7% | +238.7% | +130.2% |
| All | +156.9% | -82.2% | +239.1% | +130.2% |
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