+44.2%
VTRS vs TMF
-68.9%
+113.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -0.1% | +1.0% | -1.1% | 0.0% |
| 30D | +1.9% | -1.8% | +3.7% | +1.6% |
| 3M | +5.1% | -8.2% | +13.3% | +4.0% |
| 6M | +20.1% | -19.5% | +39.6% | +16.9% |
| YTD | +36.6% | -16.0% | +52.5% | +33.8% |
| 1Y | +64.1% | -22.5% | +86.6% | +59.4% |
| 3Y | +86.4% | -42.3% | +128.6% | +76.7% |
| 5Y | +40.9% | -87.7% | +128.6% | +6.5% |
| 10Y | -48.7% | -86.5% | +37.8% | -57.0% |
| All | +44.2% | -68.9% | +113.1% | +54.4% |
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