+2,826.4%
VGT vs TMF
-68.9%
+2,895.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.4% |
| 7D | +1.0% | -1.4% | +2.4% | +0.8% |
| 30D | +1.3% | -2.8% | +4.1% | +1.0% |
| 3M | -1.1% | -10.9% | +9.8% | -2.4% |
| 6M | +32.6% | -21.3% | +53.9% | +29.1% |
| YTD | +29.0% | -15.9% | +44.9% | +26.7% |
| 1Y | +39.7% | -15.7% | +55.4% | +37.4% |
| 3Y | +120.9% | -43.4% | +164.3% | +110.7% |
| 5Y | +133.6% | -87.8% | +221.3% | +80.5% |
| 10Y | +792.6% | -86.7% | +879.3% | +656.0% |
| All | +2,826.4% | -68.9% | +2,895.3% | +3,373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling