+55.6%
VFC vs TMF
-23.9%
+79.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.5% | +2.0% | +3.5% |
| 7D | +21.5% | +4.0% | +17.5% | +19.6% |
| 30D | +46.7% | +19.5% | +27.2% | +36.7% |
| 3M | +38.4% | -3.5% | +41.9% | +39.8% |
| 6M | +15.2% | -10.6% | +25.8% | +20.0% |
| YTD | +17.8% | -17.1% | +34.9% | +24.4% |
| 1Y | +55.6% | -24.3% | +79.8% | +59.4% |
| All | +55.6% | -23.9% | +79.5% | +59.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling