+26.5%
VTEB vs TMF
-81.5%
+108.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -0.2% | +1.0% | -1.2% | -0.3% |
| 30D | -1.6% | -1.8% | +0.2% | -1.5% |
| 3M | -2.0% | -8.2% | +6.3% | -1.6% |
| 6M | -1.7% | -19.5% | +17.8% | -0.7% |
| YTD | -0.6% | -16.0% | +15.4% | +0.2% |
| 1Y | +1.8% | -22.5% | +24.3% | +3.0% |
| 3Y | +9.6% | -42.3% | +51.9% | +11.4% |
| 5Y | +2.1% | -87.7% | +89.8% | +9.2% |
| 10Y | +18.9% | -86.5% | +105.4% | +23.9% |
| All | +26.5% | -81.5% | +108.0% | +29.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling