+728.4%
VGT vs TMF
-82.1%
+810.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.8% |
| 7D | +2.5% | -9.3% | +11.7% | +1.9% |
| 30D | -9.5% | +1.9% | -11.4% | -9.4% |
| 3M | -9.5% | -11.2% | +1.7% | -10.0% |
| 6M | -1.8% | -17.7% | +15.9% | -2.7% |
| YTD | +18.4% | -24.5% | +42.9% | +16.8% |
| 1Y | +18.7% | -29.4% | +48.2% | +16.6% |
| 3Y | +103.8% | -33.4% | +137.2% | +101.5% |
| 5Y | +104.4% | -88.7% | +193.1% | +66.0% |
| All | +728.4% | -82.1% | +810.5% | +658.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling