-39.3%
VG vs TMF
-15.7%
-23.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.2% |
| 7D | +1.7% | -1.4% | +3.1% | +1.0% |
| 30D | +16.0% | -2.8% | +18.8% | +14.9% |
| 3M | +9.7% | -10.9% | +20.6% | +5.7% |
| 6M | +29.6% | -21.3% | +50.9% | +23.6% |
| YTD | +112.0% | -15.9% | +127.9% | +103.0% |
| 1Y | +12.8% | -15.7% | +28.5% | +8.2% |
| All | -39.3% | -15.7% | -23.6% | -40.0% |
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