-81.2%
TMCI vs VT
+78.0%
-159.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +3.4% | +0.4% | +3.0% | +2.8% |
| 30D | +0.6% | +1.0% | -0.3% | -0.6% |
| 3M | +30.4% | +2.4% | +28.0% | +24.8% |
| 6M | +227.2% | +12.0% | +215.2% | +176.9% |
| YTD | +96.3% | +15.3% | +81.0% | +59.8% |
| 1Y | -32.9% | +22.6% | -55.5% | -50.2% |
| 3Y | -69.1% | +74.7% | -143.8% | -85.9% |
| 5Y | -82.3% | +66.1% | -148.5% | -91.3% |
| All | -81.2% | +78.0% | -159.2% | -91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling