+39.7%
VGT vs TMF
-15.2%
+54.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.3% |
| 7D | +1.0% | -1.4% | +2.4% | +1.2% |
| 30D | +1.3% | -2.8% | +4.1% | +1.7% |
| 3M | -1.1% | -10.9% | +9.8% | 0.0% |
| 6M | +32.6% | -21.3% | +53.9% | +33.4% |
| YTD | +29.0% | -15.9% | +44.9% | +30.3% |
| 1Y | +39.7% | -15.7% | +55.4% | +41.4% |
| All | +39.7% | -15.2% | +54.9% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling