-72.2%
TMC vs VT
+61.1%
-133.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | +2.6% | +12.8% | +10.5% |
| 7D | +12.4% | +0.4% | +12.1% | +12.6% |
| 30D | -21.9% | -2.6% | -19.3% | -16.8% |
| 3M | -42.7% | -3.2% | -39.4% | -37.8% |
| 6M | -54.0% | +0.9% | -55.0% | -52.8% |
| YTD | -57.5% | +11.3% | -68.8% | -62.0% |
| 1Y | -54.3% | +14.0% | -68.3% | -60.4% |
| 3Y | +159.4% | +75.8% | +83.6% | +18.8% |
| 5Y | -16.0% | +57.8% | -73.9% | -53.7% |
| All | -72.2% | +61.1% | -133.3% | -85.3% |
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