+152.7%
VMC vs TMF
-86.8%
+239.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.6% | -1.7% |
| 7D | -0.5% | +1.0% | -1.5% | -0.5% |
| 30D | -9.1% | -1.8% | -7.3% | -9.2% |
| 3M | -4.1% | -8.2% | +4.1% | -4.4% |
| 6M | -5.5% | -19.5% | +14.0% | -6.4% |
| YTD | -8.9% | -16.0% | +7.0% | -9.5% |
| 1Y | -12.9% | -22.5% | +9.6% | -13.8% |
| 3Y | +22.1% | -42.3% | +64.4% | +19.2% |
| 5Y | +52.7% | -87.7% | +140.4% | +24.6% |
| 10Y | +152.7% | -86.5% | +239.3% | +147.5% |
| All | +152.7% | -86.8% | +239.6% | +147.5% |
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