+1,358.9%
VUG vs TMF
-69.2%
+1,428.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.4% | +1.2% | -4.6% | -3.3% |
| 30D | -11.1% | +19.7% | -30.8% | -9.4% |
| 3M | -7.2% | -2.1% | -5.1% | -7.3% |
| 6M | -4.1% | -13.4% | +9.3% | -5.4% |
| YTD | +1.4% | -16.7% | +18.1% | -0.2% |
| 1Y | +1.9% | -23.3% | +25.3% | -0.6% |
| 3Y | +77.7% | -24.8% | +102.6% | +76.0% |
| 5Y | +57.6% | -88.0% | +145.6% | +24.3% |
| 10Y | +398.6% | -84.7% | +483.3% | +339.3% |
| All | +1,358.9% | -69.2% | +1,428.1% | +1,587.6% |
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