-38.8%
TMCI vs VT
+20.4%
-59.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.5% | -1.2% |
| 7D | -3.6% | -0.1% | -3.5% | -3.3% |
| 30D | -3.0% | -0.7% | -2.3% | -2.0% |
| 3M | +21.4% | +4.0% | +17.5% | +13.0% |
| 6M | +174.5% | +12.3% | +162.3% | +119.3% |
| YTD | +84.9% | +14.0% | +70.9% | +45.6% |
| 1Y | -38.8% | +20.3% | -59.1% | -57.7% |
| All | -38.8% | +20.4% | -59.2% | -57.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling