+101.0%
TMC vs VT
+69.4%
+31.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.1% | -6.3% | -1.0% |
| 7D | -27.1% | -4.2% | -22.9% | -19.1% |
| 30D | -44.1% | -5.8% | -38.3% | -35.1% |
| 3M | -48.5% | -5.2% | -43.3% | -40.6% |
| 6M | -60.5% | +0.1% | -60.6% | -58.4% |
| YTD | -66.5% | +8.2% | -74.7% | -69.0% |
| 1Y | -65.5% | +10.1% | -75.6% | -68.9% |
| All | +101.0% | +69.4% | +31.6% | -31.6% |
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