+835.7%
VTV vs TMF
-68.9%
+904.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | +0.5% | -1.4% | +2.0% | +0.3% |
| 30D | +1.1% | -2.8% | +3.9% | +0.8% |
| 3M | +5.9% | -10.9% | +16.8% | +4.5% |
| 6M | +11.6% | -21.3% | +32.9% | +8.5% |
| YTD | +19.8% | -15.9% | +35.7% | +17.5% |
| 1Y | +26.2% | -15.7% | +42.0% | +24.0% |
| 3Y | +68.5% | -43.4% | +111.8% | +59.8% |
| 5Y | +79.9% | -87.8% | +167.6% | +36.7% |
| 10Y | +229.7% | -86.7% | +316.4% | +176.0% |
| All | +835.7% | -68.9% | +904.6% | +944.4% |
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 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