+319.5%
TMDX vs VT
+140.7%
+178.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.7% | +2.8% |
| 7D | +40.7% | +0.4% | +40.3% | +40.4% |
| 30D | +20.4% | -2.6% | +23.0% | +25.3% |
| 3M | +11.8% | -3.2% | +15.0% | +17.3% |
| 6M | +38.3% | +0.9% | +37.3% | +36.4% |
| YTD | -22.9% | +11.3% | -34.2% | -34.1% |
| 1Y | -21.3% | +14.0% | -35.3% | -34.8% |
| 3Y | +61.0% | +75.8% | -14.9% | -25.4% |
| 5Y | +201.7% | +57.8% | +143.8% | +65.9% |
| All | +319.5% | +140.7% | +178.7% | +62.2% |
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 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