-73.9%
TMC vs VT
+62.2%
-136.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | -0.7% |
| 7D | +6.3% | -0.7% | +7.0% | +8.7% |
| 30D | -14.8% | -1.7% | -13.0% | -10.6% |
| 3M | -46.0% | -2.3% | -43.7% | -42.5% |
| 6M | -58.5% | +1.5% | -60.0% | -57.8% |
| YTD | -60.2% | +12.0% | -72.3% | -64.8% |
| 1Y | -57.9% | +12.9% | -70.8% | -63.0% |
| 3Y | +145.5% | +74.9% | +70.6% | +13.0% |
| 5Y | -21.6% | +59.9% | -81.5% | -57.5% |
| All | -73.9% | +62.2% | -136.1% | -86.4% |
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