-33.6%
TMC vs VT
+53.4%
-87.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.2% | +9.4% | +9.2% |
| 7D | -12.7% | -2.3% | -10.4% | -8.4% |
| 30D | -35.5% | -5.0% | -30.6% | -28.3% |
| 3M | -44.9% | -4.9% | -40.0% | -38.4% |
| 6M | -63.1% | -1.5% | -61.6% | -60.5% |
| YTD | -63.2% | +8.5% | -71.7% | -65.7% |
| 1Y | -59.0% | +11.4% | -70.3% | -63.1% |
| 3Y | +120.4% | +70.1% | +50.3% | +6.1% |
| All | -33.6% | +53.4% | -87.0% | -59.9% |
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