-46.6%
VG vs TMF
-19.7%
-26.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.1% | +5.4% | +5.5% |
| 7D | +5.5% | -3.4% | +8.9% | +3.8% |
| 30D | -3.6% | +11.5% | -15.1% | +2.2% |
| 3M | -4.0% | -4.5% | +0.5% | -5.2% |
| 6M | +9.4% | -15.0% | +24.4% | +4.4% |
| YTD | +86.6% | -19.9% | +106.5% | +75.8% |
| 1Y | +69.5% | -26.6% | +96.1% | +58.9% |
| All | -46.6% | -19.7% | -26.9% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling