+73.9%
VT vs TMF
-27.4%
+101.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.6% |
| 30D | -2.5% | +14.8% | -17.3% | -3.5% |
| 3M | -1.3% | -3.8% | +2.5% | -1.1% |
| 6M | +3.1% | -14.5% | +17.6% | +4.1% |
| YTD | +10.9% | -19.1% | +30.0% | +12.2% |
| 1Y | +12.1% | -25.5% | +37.6% | +13.8% |
| All | +73.9% | -27.4% | +101.3% | +73.2% |
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 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