+294.5%
VTI vs TMF
-86.4%
+381.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.8% |
| 7D | -2.0% | -4.8% | +2.8% | -2.3% |
| 30D | -1.9% | -4.9% | +3.0% | -2.2% |
| 3M | +4.5% | -13.4% | +18.0% | +3.8% |
| 6M | +12.6% | -23.0% | +35.6% | +11.0% |
| YTD | +12.0% | -20.2% | +32.2% | +10.7% |
| 1Y | +17.3% | -26.5% | +43.8% | +15.5% |
| 3Y | +75.3% | -45.2% | +120.5% | +70.4% |
| 5Y | +74.0% | -88.4% | +162.4% | +41.2% |
| All | +294.5% | -86.4% | +381.0% | +252.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling