+905.2%
VRT vs TMF
-87.5%
+992.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.4% | +4.0% | +4.3% |
| 7D | +9.1% | -1.4% | +10.6% | +9.1% |
| 30D | +0.9% | -2.8% | +3.8% | +1.0% |
| 3M | -13.4% | -10.9% | -2.5% | -13.3% |
| 6M | +11.7% | -21.3% | +33.0% | +11.8% |
| YTD | +73.2% | -15.9% | +89.1% | +73.4% |
| 1Y | +123.4% | -15.7% | +139.2% | +123.5% |
| 3Y | +606.2% | -43.4% | +649.5% | +605.4% |
| All | +905.2% | -87.5% | +992.8% | +955.2% |
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 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