+607.6%
VT vs TMF
-70.0%
+677.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | -0.2% |
| 7D | -1.6% | -0.9% | -0.7% | -1.7% |
| 30D | -2.5% | +14.8% | -17.3% | -0.9% |
| 3M | -1.3% | -3.8% | +2.5% | -1.6% |
| 6M | +3.1% | -14.5% | +17.6% | +1.4% |
| YTD | +10.9% | -19.1% | +30.0% | +8.5% |
| 1Y | +12.1% | -25.5% | +37.6% | +8.6% |
| 3Y | +73.9% | -29.0% | +102.9% | +70.6% |
| 5Y | +58.0% | -87.5% | +145.5% | +21.7% |
| 10Y | +225.5% | -84.7% | +310.2% | +181.9% |
| All | +607.6% | -70.0% | +677.6% | +732.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling