-74.4%
TMCI vs VT
+57.0%
-131.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -0.9% |
| 7D | +30.8% | +2.4% | +28.4% | +26.8% |
| 30D | +30.4% | -1.5% | +31.9% | +34.8% |
| 3M | +16.9% | -4.1% | +21.0% | +25.7% |
| 6M | +108.3% | +0.6% | +107.7% | +106.9% |
| YTD | +115.1% | +11.0% | +104.1% | +86.2% |
| 1Y | +67.8% | +13.3% | +54.5% | +41.3% |
| 3Y | -12.6% | +73.4% | -86.0% | -59.9% |
| All | -74.4% | +57.0% | -131.4% | -86.0% |
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