+77.4%
VTV vs TMF
-88.7%
+166.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -0.3% |
| 7D | +2.3% | -8.2% | +10.5% | +2.6% |
| 30D | +3.8% | +5.3% | -1.6% | +3.6% |
| 3M | +1.7% | -8.5% | +10.2% | +1.9% |
| 6M | +10.9% | -17.2% | +28.1% | +11.4% |
| YTD | +21.7% | -23.4% | +45.1% | +22.5% |
| 1Y | +23.4% | -30.2% | +53.6% | +24.4% |
| 3Y | +78.0% | -32.9% | +110.9% | +79.0% |
| 5Y | +77.4% | -88.5% | +166.0% | +64.4% |
| All | +77.4% | -88.7% | +166.1% | +64.4% |
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 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