+7.5%
TMAT vs VT
+88.8%
-81.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -4.9% |
| 7D | -8.7% | -0.3% | -8.4% | -8.3% |
| 30D | -14.4% | -1.4% | -13.0% | -12.2% |
| 3M | -10.4% | -1.4% | -9.0% | -8.1% |
| 6M | -1.4% | +5.5% | -6.8% | -8.7% |
| YTD | +5.6% | +12.8% | -7.2% | -12.4% |
| 1Y | -3.1% | +15.4% | -18.5% | -22.3% |
| 3Y | +92.3% | +76.9% | +15.5% | -19.6% |
| 5Y | +10.2% | +60.4% | -50.2% | -44.0% |
| All | +7.5% | +88.8% | -81.2% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling