+80.6%
VTV vs TMF
-88.0%
+168.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | -0.3% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -0.5% | -1.0% | +0.5% | -0.5% |
| 3M | +5.3% | -11.3% | +16.6% | +5.6% |
| 6M | +12.9% | -22.7% | +35.6% | +13.5% |
| YTD | +18.5% | -17.3% | +35.8% | +18.9% |
| 1Y | +25.3% | -22.5% | +47.8% | +25.9% |
| 3Y | +68.2% | -43.2% | +111.4% | +68.6% |
| 5Y | +80.6% | -88.3% | +168.9% | +67.5% |
| All | +80.6% | -88.0% | +168.6% | +67.5% |
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