+131.4%
VMC vs TMF
-81.8%
+213.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -4.3% | -3.4% | -0.9% | -4.4% |
| 30D | +16.2% | +11.5% | +4.7% | +16.6% |
| 3M | -0.8% | -4.5% | +3.7% | -1.0% |
| 6M | +1.2% | -15.0% | +16.1% | +0.6% |
| YTD | +0.5% | -19.9% | +20.3% | -0.3% |
| 1Y | -2.9% | -26.6% | +23.7% | -4.0% |
| 3Y | +37.3% | -29.8% | +67.2% | +36.6% |
| 5Y | +48.8% | -88.2% | +137.0% | +22.2% |
| 10Y | +131.4% | -81.4% | +212.8% | +122.3% |
| All | +131.4% | -81.8% | +213.2% | +122.3% |
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