+366.1%
VRT vs TMF
-30.8%
+396.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.9% | +0.8% | -3.5% |
| 7D | -17.7% | -1.1% | -16.6% | -17.7% |
| 30D | -20.0% | +11.8% | -31.8% | -19.4% |
| 3M | -28.1% | -4.0% | -24.0% | -28.1% |
| 6M | -42.8% | -16.5% | -26.3% | -43.4% |
| YTD | +20.0% | -19.9% | +39.9% | +18.4% |
| 1Y | +3.5% | -25.6% | +29.1% | +1.3% |
| 3Y | +366.1% | -29.9% | +396.0% | +354.0% |
| All | +366.1% | -30.8% | +396.9% | +354.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling