+38.8%
VFC vs TMF
-68.9%
+107.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | -1.6% | -1.4% | -0.2% | -1.8% |
| 30D | -11.6% | -2.8% | -8.8% | -11.9% |
| 3M | -18.1% | -10.9% | -7.2% | -19.3% |
| 6M | -27.4% | -21.3% | -6.0% | -29.5% |
| YTD | -24.8% | -15.9% | -8.9% | -26.4% |
| 1Y | -8.2% | -15.7% | +7.5% | -10.0% |
| 3Y | -29.1% | -43.4% | +14.2% | -33.7% |
| 5Y | -79.2% | -87.8% | +8.6% | -85.1% |
| 10Y | -68.1% | -86.7% | +18.6% | -74.5% |
| All | +38.8% | -68.9% | +107.6% | +47.3% |
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