-13.3%
VFC vs TMF
-21.2%
+7.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +0.8% | +1.0% | -0.1% | +0.5% |
| 30D | -11.9% | -1.8% | -10.1% | -11.4% |
| 3M | -20.2% | -8.2% | -11.9% | -17.8% |
| 6M | -23.0% | -19.5% | -3.5% | -20.5% |
| YTD | -26.2% | -16.0% | -10.3% | -23.1% |
| 1Y | -13.3% | -22.5% | +9.2% | -10.8% |
| All | -13.3% | -21.2% | +7.8% | -10.8% |
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