+7.2%
VNQ vs TMF
-88.5%
+95.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.4% | +2.6% | -0.5% |
| 7D | -2.6% | -4.8% | +2.1% | -2.1% |
| 30D | -2.3% | -4.9% | +2.6% | -1.8% |
| 3M | -2.8% | -13.4% | +10.6% | -1.2% |
| 6M | +2.5% | -23.0% | +25.6% | +5.6% |
| YTD | +8.4% | -20.2% | +28.6% | +11.1% |
| 1Y | +6.8% | -26.5% | +33.2% | +10.4% |
| 3Y | +29.9% | -45.2% | +75.1% | +35.4% |
| 5Y | +7.2% | -88.4% | +95.6% | +13.5% |
| All | +7.2% | -88.5% | +95.7% | +13.5% |
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 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