+55.9%
VFC vs TMF
-28.1%
+84.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.4% | -3.4% | +2.0% | -0.4% |
| 30D | +30.7% | +11.5% | +19.2% | +26.7% |
| 3M | +40.6% | -4.5% | +45.1% | +42.0% |
| 6M | +16.5% | -15.0% | +31.4% | +21.7% |
| YTD | +16.2% | -19.9% | +36.0% | +22.8% |
| 1Y | +42.4% | -26.6% | +69.0% | +53.7% |
| All | +55.9% | -28.1% | +84.0% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling