-34.2%
TMDE vs VT
+10.5%
-44.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -1.6% |
| 7D | -22.2% | -2.3% | -19.9% | -27.0% |
| 30D | -27.1% | -5.0% | -22.1% | -36.9% |
| 3M | -34.5% | -4.9% | -29.6% | -43.2% |
| 6M | -54.7% | -1.5% | -53.2% | -55.7% |
| YTD | +12.9% | +8.5% | +4.5% | +46.6% |
| 1Y | -34.2% | +11.4% | -45.6% | -19.3% |
| All | -34.2% | +10.5% | -44.7% | -19.3% |
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