+120.4%
TMC vs VT
+69.7%
+50.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.2% | +9.4% | +9.1% |
| 7D | -12.7% | -2.3% | -10.4% | -7.5% |
| 30D | -35.5% | -5.0% | -30.6% | -26.7% |
| 3M | -44.9% | -4.9% | -40.0% | -36.9% |
| 6M | -63.1% | -1.5% | -61.6% | -60.0% |
| YTD | -63.2% | +8.5% | -71.7% | -66.2% |
| 1Y | -59.0% | +11.4% | -70.3% | -63.8% |
| 3Y | +120.4% | +70.1% | +50.3% | -25.4% |
| All | +120.4% | +69.7% | +50.6% | -25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling