+850.8%
VTV vs TMF
-71.6%
+922.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.4% | +4.0% | -1.0% |
| 7D | +2.3% | -8.2% | +10.5% | +1.3% |
| 30D | +3.8% | +5.3% | -1.6% | +4.5% |
| 3M | +1.7% | -8.5% | +10.2% | +0.7% |
| 6M | +10.9% | -17.2% | +28.1% | +8.6% |
| YTD | +21.7% | -23.4% | +45.1% | +18.2% |
| 1Y | +23.4% | -30.2% | +53.6% | +18.4% |
| 3Y | +78.0% | -32.9% | +110.9% | +73.1% |
| 5Y | +77.4% | -88.5% | +166.0% | +33.6% |
| 10Y | +230.4% | -82.2% | +312.6% | +192.3% |
| All | +850.8% | -71.6% | +922.4% | +950.0% |
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