+18.0%
VTEB vs TMF
-86.4%
+104.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -0.9% | -5.1% | +4.2% | -0.7% |
| 30D | -2.5% | -4.6% | +2.1% | -2.3% |
| 3M | -3.0% | -16.6% | +13.6% | -2.1% |
| 6M | -2.1% | -19.9% | +17.8% | -1.1% |
| YTD | -1.5% | -20.2% | +18.7% | -0.5% |
| 1Y | +0.2% | -27.7% | +27.9% | +1.7% |
| 3Y | +8.6% | -43.9% | +52.5% | +10.5% |
| 5Y | +1.2% | -88.4% | +89.6% | +8.5% |
| All | +18.0% | -86.4% | +104.5% | +22.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling