+80.8%
VTRS vs TMF
-72.0%
+152.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.6% |
| 7D | +4.6% | -9.3% | +13.8% | +3.4% |
| 30D | +19.4% | +1.9% | +17.4% | +19.7% |
| 3M | +30.8% | -11.2% | +42.0% | +29.0% |
| 6M | +21.6% | -17.7% | +39.4% | +18.9% |
| YTD | +71.2% | -24.5% | +95.6% | +65.7% |
| 1Y | +97.6% | -29.4% | +127.0% | +89.7% |
| 3Y | +163.9% | -33.4% | +197.3% | +155.9% |
| 5Y | +82.1% | -88.7% | +170.8% | +35.9% |
| 10Y | -31.3% | -82.5% | +51.2% | -39.2% |
| All | +80.8% | -72.0% | +152.8% | +91.2% |
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 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