+1,468.9%
VUG vs TMF
-68.9%
+1,537.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.4% |
| 7D | -0.1% | -1.4% | +1.3% | -0.2% |
| 30D | -0.3% | -2.8% | +2.5% | -0.6% |
| 3M | -0.7% | -10.9% | +10.2% | -1.8% |
| 6M | +14.6% | -21.3% | +35.9% | +12.0% |
| YTD | +9.0% | -15.9% | +24.9% | +7.3% |
| 1Y | +14.9% | -15.7% | +30.6% | +13.2% |
| 3Y | +86.0% | -43.4% | +129.4% | +78.3% |
| 5Y | +76.7% | -87.8% | +164.5% | +39.9% |
| 10Y | +411.3% | -86.7% | +498.0% | +339.4% |
| All | +1,468.9% | -68.9% | +1,537.7% | +1,714.7% |
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