+9.1%
TE vs VMC
+35.0%
-25.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.5% | -2.5% |
| 7D | -19.1% | -1.3% | -17.8% | -18.1% |
| 30D | -34.1% | +15.5% | -49.6% | -42.7% |
| 3M | -60.1% | +0.6% | -60.7% | -60.4% |
| 6M | -66.0% | +2.1% | -68.0% | -67.5% |
| YTD | -71.4% | -1.6% | -69.8% | -73.0% |
| 1Y | -45.3% | -1.2% | -44.1% | -49.1% |
| 3Y | +9.1% | +35.3% | -26.2% | -17.0% |
| All | +9.1% | +35.0% | -25.8% | -17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling