+391.3%
VEA vs TMF
-68.9%
+460.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.5% |
| 7D | +1.0% | -1.4% | +2.4% | +0.8% |
| 30D | +1.9% | -2.8% | +4.8% | +1.6% |
| 3M | +3.2% | -10.9% | +14.1% | +1.9% |
| 6M | +10.2% | -21.3% | +31.5% | +7.3% |
| YTD | +18.9% | -15.9% | +34.8% | +16.7% |
| 1Y | +29.3% | -15.7% | +45.1% | +27.1% |
| 3Y | +76.8% | -43.4% | +120.1% | +67.9% |
| 5Y | +61.2% | -87.8% | +149.0% | +22.6% |
| 10Y | +163.3% | -86.7% | +250.0% | +119.8% |
| All | +391.3% | -68.9% | +460.2% | +490.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling