+454.5%
TEAM vs VMC
+129.3%
+325.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.9% |
| 7D | -19.7% | -4.3% | -15.4% | -18.5% |
| 30D | -26.6% | +16.2% | -42.8% | -30.6% |
| 3M | -1.1% | -0.8% | -0.2% | -1.3% |
| 6M | +74.6% | +1.2% | +73.4% | +72.7% |
| YTD | -6.0% | +0.5% | -6.4% | -8.3% |
| 1Y | -3.2% | -2.9% | -0.3% | -4.5% |
| 3Y | -13.5% | +37.3% | -50.9% | -25.5% |
| 5Y | -65.5% | +48.8% | -114.3% | -71.3% |
| 10Y | +454.5% | +131.4% | +323.1% | +301.5% |
| All | +454.5% | +129.3% | +325.3% | +301.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling