-0.6%
VMC vs TMF
-22.6%
+22.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.3% |
| 7D | +0.1% | +0.6% | -0.5% | -0.2% |
| 30D | +18.3% | +16.3% | +2.0% | +11.3% |
| 3M | +1.9% | -2.7% | +4.5% | +2.7% |
| 6M | +2.4% | -13.2% | +15.6% | +8.0% |
| YTD | +2.1% | -16.7% | +18.7% | +8.9% |
| All | -0.6% | -22.6% | +22.0% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling