-50.0%
VTRS vs TMF
-86.4%
+36.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.2% | -5.1% | +2.9% | -2.6% |
| 30D | +3.3% | -4.6% | +7.9% | +3.0% |
| 3M | +2.0% | -16.6% | +18.6% | +0.7% |
| 6M | +19.9% | -19.9% | +39.8% | +18.1% |
| YTD | +35.7% | -20.2% | +55.9% | +33.6% |
| 1Y | +68.1% | -27.7% | +95.8% | +64.3% |
| 3Y | +87.1% | -43.9% | +131.0% | +80.3% |
| 5Y | +47.6% | -88.4% | +136.1% | +13.8% |
| All | -50.0% | -86.4% | +36.5% | -55.0% |
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