+1.2%
TMAT vs VT
+53.2%
-52.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.9% | -4.1% | -4.9% | -2.3% |
| 7D | -16.0% | -4.2% | -11.8% | -9.8% |
| 30D | -22.4% | -5.8% | -16.6% | -14.1% |
| 3M | -17.5% | -5.2% | -12.3% | -9.5% |
| 6M | -11.3% | +0.1% | -11.4% | -10.4% |
| YTD | -3.8% | +8.2% | -12.0% | -14.4% |
| 1Y | -12.3% | +10.1% | -22.4% | -24.0% |
| 3Y | +75.1% | +69.7% | +5.5% | -21.6% |
| 5Y | +1.2% | +53.4% | -52.2% | -45.2% |
| All | +1.2% | +53.2% | -52.0% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling