-86.8%
TMDE vs VT
+40.5%
-127.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -1.7% |
| 7D | -22.2% | -2.3% | -19.9% | -26.3% |
| 30D | -27.1% | -5.0% | -22.1% | -35.4% |
| 3M | -34.5% | -4.9% | -29.6% | -41.8% |
| 6M | -54.7% | -1.5% | -53.2% | -55.5% |
| YTD | +12.9% | +8.5% | +4.5% | +54.3% |
| 1Y | -34.2% | +11.4% | -45.6% | -8.9% |
| All | -86.8% | +40.5% | -127.3% | -63.2% |
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