+55.7%
T vs VMC
+43.6%
+12.1%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.4% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -1.7% | +18.6% | -20.3% | -3.9% |
| 3M | -7.3% | +2.0% | -9.4% | -7.7% |
| 6M | -11.2% | +2.6% | -13.8% | -11.7% |
| YTD | -8.1% | +2.3% | -10.3% | -8.9% |
| 1Y | -8.0% | +1.7% | -9.7% | -8.9% |
| 3Y | +62.1% | +41.7% | +20.4% | +49.3% |
| 5Y | +55.7% | +46.6% | +9.1% | +37.3% |
| All | +55.7% | +43.6% | +12.1% | +37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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