-79.1%
TMCI vs VT
+71.9%
-151.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +6.5% |
| 7D | +27.8% | +2.9% | +24.9% | +23.0% |
| 30D | +30.2% | -2.5% | +32.8% | +36.5% |
| 3M | +12.4% | -3.3% | +15.8% | +19.3% |
| 6M | +132.7% | +1.5% | +131.1% | +128.1% |
| YTD | +118.0% | +11.4% | +106.6% | +88.5% |
| 1Y | +60.6% | +11.9% | +48.7% | +38.4% |
| 3Y | -14.0% | +73.9% | -87.9% | -59.8% |
| 5Y | -75.5% | +57.9% | -133.4% | -86.9% |
| All | -79.1% | +71.9% | -151.0% | -89.6% |
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 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