+288.9%
VTI vs TMF
-81.8%
+370.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.6% |
| 7D | -0.4% | -1.1% | +0.6% | -0.5% |
| 30D | -3.2% | +11.8% | -15.1% | -2.6% |
| 3M | -2.9% | -4.0% | +1.1% | -3.1% |
| 6M | +2.4% | -16.5% | +18.9% | +1.5% |
| YTD | +11.2% | -19.9% | +31.1% | +9.9% |
| 1Y | +11.6% | -25.6% | +37.2% | +9.9% |
| 3Y | +76.6% | -29.9% | +106.4% | +75.1% |
| 5Y | +65.3% | -88.2% | +153.5% | +33.6% |
| All | +288.9% | -81.8% | +370.7% | +251.2% |
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 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