+134.7%
VGT vs TMF
-87.6%
+222.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +1.8% | +1.0% | +0.9% | +1.8% |
| 30D | -0.3% | -1.8% | +1.5% | -0.3% |
| 3M | +3.4% | -8.2% | +11.6% | +3.6% |
| 6M | +35.0% | -19.5% | +54.5% | +35.8% |
| YTD | +28.8% | -16.0% | +44.7% | +29.4% |
| 1Y | +38.0% | -22.5% | +60.5% | +38.9% |
| 3Y | +125.8% | -42.3% | +168.1% | +127.0% |
| 5Y | +134.7% | -87.7% | +222.4% | +125.2% |
| All | +134.7% | -87.6% | +222.4% | +125.2% |
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