+489.8%
VMC vs TMF
-68.9%
+558.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +1.0% |
| 7D | -4.3% | -1.4% | -2.9% | -4.5% |
| 30D | -8.2% | -2.8% | -5.4% | -8.6% |
| 3M | -7.0% | -10.9% | +3.9% | -8.4% |
| 6M | -10.8% | -21.3% | +10.6% | -13.5% |
| YTD | -7.4% | -15.9% | +8.5% | -9.4% |
| 1Y | -9.5% | -15.7% | +6.2% | -11.4% |
| 3Y | +20.5% | -43.4% | +63.8% | +13.2% |
| 5Y | +51.6% | -87.8% | +139.3% | +10.8% |
| 10Y | +150.0% | -86.7% | +236.8% | +105.8% |
| All | +489.8% | -68.9% | +558.7% | +611.6% |
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 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