+532.1%
VNQ vs TMF
-71.6%
+603.8%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.4% | +3.8% | -0.8% |
| 7D | +0.2% | -8.2% | +8.4% | -0.2% |
| 30D | +5.8% | +5.3% | +0.5% | +6.1% |
| 3M | 0.0% | -8.5% | +8.4% | -0.5% |
| 6M | +1.5% | -17.2% | +18.7% | +0.6% |
| YTD | +12.1% | -23.4% | +35.5% | +10.6% |
| 1Y | +10.6% | -30.2% | +40.8% | +8.6% |
| 3Y | +43.5% | -32.9% | +76.5% | +41.7% |
| 5Y | +6.8% | -88.5% | +95.4% | -10.8% |
| 10Y | +82.9% | -82.2% | +165.1% | +68.0% |
| All | +532.1% | -71.6% | +603.8% | +613.5% |
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 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