-51.4%
VG vs TMF
-16.6%
-34.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | 0.0% |
| 7D | -22.0% | +1.2% | -23.2% | -21.4% |
| 30D | -11.6% | +19.7% | -31.4% | -3.1% |
| 3M | -14.9% | -2.1% | -12.8% | -14.8% |
| 6M | -3.5% | -13.4% | +9.9% | -6.8% |
| YTD | +70.0% | -16.7% | +86.7% | +63.1% |
| 1Y | +50.0% | -23.3% | +73.3% | +43.3% |
| All | -51.4% | -16.6% | -34.8% | -51.8% |
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 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