+66.6%
VT vs TMF
-87.5%
+154.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.4% | -1.4% | +1.9% | +0.5% |
| 30D | +1.0% | -2.8% | +3.8% | +1.1% |
| 3M | +2.4% | -10.9% | +13.3% | +2.8% |
| 6M | +12.0% | -21.3% | +33.3% | +12.9% |
| YTD | +15.3% | -15.9% | +31.2% | +16.0% |
| 1Y | +22.6% | -15.7% | +38.3% | +23.2% |
| 3Y | +74.7% | -43.4% | +118.0% | +75.9% |
| All | +66.6% | -87.5% | +154.1% | +57.5% |
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 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