+42.5%
VTRS vs TMF
-88.0%
+130.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -3.5% | -0.9% | -2.6% | -3.4% |
| 30D | +2.1% | -1.0% | +3.1% | +2.1% |
| 3M | +2.6% | -11.3% | +13.9% | +2.8% |
| 6M | +17.8% | -22.7% | +40.5% | +18.1% |
| YTD | +35.7% | -17.3% | +53.0% | +35.9% |
| 1Y | +63.5% | -22.5% | +86.0% | +63.9% |
| 3Y | +85.1% | -43.2% | +128.3% | +84.1% |
| 5Y | +42.5% | -88.3% | +130.8% | +13.1% |
| All | +42.5% | -88.0% | +130.4% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling