+532.3%
VNQ vs TMF
-72.0%
+604.4%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.8% | -9.3% | +10.0% | +0.3% |
| 30D | +6.8% | +1.9% | +4.8% | +6.9% |
| 3M | -1.3% | -11.2% | +9.9% | -1.9% |
| 6M | +2.4% | -17.7% | +20.1% | +1.4% |
| YTD | +12.1% | -24.5% | +36.6% | +10.6% |
| 1Y | +12.0% | -29.4% | +41.4% | +10.1% |
| 3Y | +44.8% | -33.4% | +78.2% | +43.0% |
| 5Y | +6.9% | -88.7% | +95.6% | -10.9% |
| 10Y | +82.9% | -82.5% | +165.4% | +67.9% |
| All | +532.3% | -72.0% | +604.4% | +613.2% |
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 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