-99.9%
TMCWW vs VT
+66.8%
-166.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -60.0% | -0.5% | -59.5% | -59.0% |
| 7D | -75.0% | +1.0% | -76.0% | -75.5% |
| 30D | -97.5% | -0.2% | -97.3% | -97.4% |
| 3M | -99.2% | +4.5% | -103.8% | -99.2% |
| 6M | -99.7% | +14.1% | -113.8% | -99.7% |
| YTD | -99.8% | +14.8% | -114.6% | -99.9% |
| 1Y | -99.8% | +21.2% | -121.0% | -99.8% |
| 3Y | -98.8% | +76.6% | -175.3% | -99.2% |
| All | -99.9% | +66.8% | -166.7% | -99.9% |
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