-35.3%
TMC vs VT
+53.2%
-88.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | -4.1% | -6.3% | -2.8% |
| 7D | -27.1% | -4.2% | -22.9% | -20.6% |
| 30D | -44.1% | -5.8% | -38.3% | -36.8% |
| 3M | -48.5% | -5.2% | -43.3% | -42.0% |
| 6M | -60.5% | +0.1% | -60.6% | -58.7% |
| YTD | -66.5% | +8.2% | -74.7% | -68.6% |
| 1Y | -65.5% | +10.1% | -75.6% | -68.4% |
| 3Y | +91.7% | +69.7% | +22.0% | -7.4% |
| 5Y | -35.3% | +53.4% | -88.7% | -59.8% |
| All | -35.3% | +53.2% | -88.5% | -59.8% |
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