+69.7%
VT vs TMF
-25.2%
+94.9%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.6% | -4.1% |
| 7D | -4.2% | +2.7% | -6.9% | -4.4% |
| 30D | -5.8% | +19.3% | -25.1% | -7.0% |
| 3M | -5.2% | -3.7% | -1.6% | -5.1% |
| 6M | +0.1% | -11.3% | +11.4% | +0.8% |
| YTD | +8.2% | -16.6% | +24.8% | +9.3% |
| 1Y | +10.1% | -21.1% | +31.2% | +11.5% |
| All | +69.7% | -25.2% | +94.9% | +68.6% |
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