+735.5%
VGT vs TMF
-81.8%
+817.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -1.6% | -3.4% | +1.8% | -1.8% |
| 30D | -10.1% | +11.5% | -21.6% | -9.6% |
| 3M | -5.3% | -4.5% | -0.8% | -5.4% |
| 6M | +0.2% | -15.0% | +15.2% | -0.5% |
| YTD | +21.1% | -19.9% | +41.0% | +19.8% |
| 1Y | +18.2% | -26.6% | +44.7% | +16.3% |
| 3Y | +107.4% | -29.8% | +137.2% | +105.6% |
| 5Y | +111.5% | -88.2% | +199.7% | +72.1% |
| 10Y | +735.5% | -81.4% | +816.9% | +667.7% |
| All | +735.5% | -81.8% | +817.3% | +667.7% |
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