+1,074.2%
VTI vs TMF
-70.3%
+1,144.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -0.7% | -3.4% | +2.6% | -1.1% |
| 30D | -1.9% | +11.5% | -13.4% | -0.7% |
| 3M | -1.4% | -4.5% | +3.1% | -1.8% |
| 6M | +3.5% | -15.0% | +18.4% | +1.8% |
| YTD | +12.6% | -19.9% | +32.4% | +10.1% |
| 1Y | +12.7% | -26.6% | +39.3% | +9.2% |
| 3Y | +78.8% | -29.8% | +108.6% | +75.2% |
| 5Y | +67.2% | -88.2% | +155.4% | +28.8% |
| 10Y | +293.9% | -81.4% | +375.3% | +254.9% |
| All | +1,074.2% | -70.3% | +1,144.5% | +1,234.6% |
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