+80.0%
VUG vs TMF
-28.1%
+108.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -1.1% | -3.4% | +2.3% | -1.0% |
| 30D | -7.0% | +11.5% | -18.5% | -7.4% |
| 3M | -3.7% | -4.5% | +0.8% | -3.5% |
| 6M | -1.6% | -15.0% | +13.3% | -1.1% |
| YTD | +5.1% | -19.9% | +25.0% | +5.8% |
| 1Y | +3.8% | -26.6% | +30.3% | +4.5% |
| All | +80.0% | -28.1% | +108.1% | +76.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling