+310.0%
VOO vs TMF
-83.0%
+393.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.3% | +2.4% |
| 7D | +0.1% | +0.6% | -0.5% | +0.1% |
| 30D | -3.3% | +16.3% | -19.6% | -2.5% |
| 3M | -2.4% | -2.7% | +0.3% | -2.5% |
| 6M | +2.6% | -13.2% | +15.8% | +1.8% |
| YTD | +11.3% | -16.7% | +28.0% | +10.2% |
| 1Y | +13.4% | -22.7% | +36.2% | +11.8% |
| 3Y | +80.3% | -26.1% | +106.4% | +79.3% |
| 5Y | +72.7% | -88.4% | +161.1% | +38.0% |
| 10Y | +310.0% | -81.8% | +391.9% | +269.7% |
| All | +310.0% | -83.0% | +393.0% | +269.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling