+0.5%
TMAT vs VT
+81.5%
-81.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.2% |
| 7D | -9.6% | -2.3% | -7.3% | -5.9% |
| 30D | -18.7% | -5.0% | -13.7% | -11.3% |
| 3M | -14.7% | -4.9% | -9.9% | -7.1% |
| 6M | -11.1% | -1.5% | -9.6% | -7.8% |
| YTD | -1.3% | +8.5% | -9.8% | -12.5% |
| 1Y | -7.6% | +11.4% | -19.0% | -21.4% |
| 3Y | +82.4% | +70.1% | +12.3% | -18.5% |
| 5Y | +3.8% | +53.7% | -49.9% | -43.3% |
| All | +0.5% | +81.5% | -81.0% | -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