+62.5%
VUG vs TMF
-88.6%
+151.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.9% |
| 7D | +2.5% | -9.3% | +11.8% | +2.9% |
| 30D | -6.3% | +1.9% | -8.2% | -6.4% |
| 3M | -6.0% | -11.2% | +5.2% | -5.6% |
| 6M | -3.5% | -17.7% | +14.2% | -2.9% |
| YTD | +3.9% | -24.5% | +28.4% | +4.9% |
| 1Y | +5.1% | -29.4% | +34.5% | +6.3% |
| 3Y | +77.9% | -33.4% | +111.3% | +78.5% |
| All | +62.5% | -88.6% | +151.1% | +53.1% |
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