+228.7%
VTV vs TMF
-86.4%
+315.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.1% | -5.1% | +4.0% | -1.5% |
| 30D | -1.0% | -4.6% | +3.6% | -1.3% |
| 3M | +4.6% | -16.6% | +21.2% | +3.3% |
| 6M | +13.5% | -19.9% | +33.4% | +11.7% |
| YTD | +18.5% | -20.2% | +38.7% | +16.7% |
| 1Y | +22.9% | -27.7% | +50.6% | +20.1% |
| 3Y | +67.8% | -43.9% | +111.8% | +62.0% |
| 5Y | +81.8% | -88.4% | +170.3% | +41.1% |
| All | +228.7% | -86.4% | +315.1% | +182.6% |
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 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