+43.6%
VMC vs TMF
-88.6%
+132.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -1.3% | -9.3% | +8.0% | -0.5% |
| 30D | +15.5% | +1.9% | +13.5% | +15.3% |
| 3M | +0.6% | -11.2% | +11.8% | +1.4% |
| 6M | +2.1% | -17.7% | +19.8% | +3.5% |
| YTD | -1.6% | -24.5% | +22.9% | +0.2% |
| 1Y | -1.2% | -29.4% | +28.3% | +1.0% |
| 3Y | +35.3% | -33.4% | +68.7% | +37.7% |
| All | +43.6% | -88.6% | +132.2% | +33.2% |
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