+213.0%
VT vs TMF
-84.4%
+297.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.6% | -4.0% |
| 7D | -4.2% | +2.7% | -6.9% | -4.1% |
| 30D | -5.8% | +19.3% | -25.1% | -5.0% |
| 3M | -5.2% | -3.7% | -1.6% | -5.4% |
| 6M | +0.1% | -11.3% | +11.4% | -0.4% |
| YTD | +8.2% | -16.6% | +24.8% | +7.4% |
| 1Y | +10.1% | -21.1% | +31.2% | +9.0% |
| 3Y | +69.7% | -26.8% | +96.5% | +68.9% |
| 5Y | +53.4% | -88.0% | +141.4% | +26.1% |
| All | +213.0% | -84.4% | +297.3% | +180.5% |
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 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