+214.4%
TM vs VT
+356.1%
-141.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.5% |
| 7D | -1.8% | -1.6% | -0.2% | -0.5% |
| 30D | +6.3% | -2.5% | +8.8% | +8.5% |
| 3M | +3.7% | -1.3% | +5.0% | +4.7% |
| 6M | +2.3% | +3.1% | -0.8% | -0.6% |
| YTD | -9.8% | +10.9% | -20.8% | -17.4% |
| 1Y | -6.2% | +12.1% | -18.2% | -14.7% |
| 3Y | +6.5% | +73.9% | -67.4% | -31.8% |
| 5Y | +17.7% | +58.0% | -40.3% | -18.9% |
| 10Y | +116.0% | +225.5% | -109.4% | -19.3% |
| All | +214.4% | +356.1% | -141.7% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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