+635.7%
VT vs TMF
-68.9%
+704.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | +0.4% | -1.4% | +1.9% | +0.3% |
| 30D | +1.0% | -2.8% | +3.8% | +0.7% |
| 3M | +2.4% | -10.9% | +13.3% | +1.1% |
| 6M | +12.0% | -21.3% | +33.3% | +9.0% |
| YTD | +15.3% | -15.9% | +31.2% | +13.2% |
| 1Y | +22.6% | -15.7% | +38.3% | +20.5% |
| 3Y | +74.7% | -43.4% | +118.0% | +66.2% |
| 5Y | +66.1% | -87.8% | +153.9% | +27.4% |
| 10Y | +225.0% | -86.7% | +311.7% | +173.1% |
| All | +635.7% | -68.9% | +704.5% | +768.2% |
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 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