+294.8%
TMDX vs VT
+148.2%
+146.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.2% |
| 7D | +7.3% | +1.0% | +6.3% | +5.9% |
| 30D | +5.2% | -0.2% | +5.5% | +5.6% |
| 3M | +24.1% | +4.5% | +19.5% | +16.6% |
| 6M | -31.9% | +14.1% | -46.0% | -43.7% |
| YTD | -27.4% | +14.8% | -42.2% | -40.7% |
| 1Y | -16.4% | +21.2% | -37.6% | -36.3% |
| 3Y | +50.7% | +76.6% | -25.9% | -30.7% |
| 5Y | +179.7% | +66.6% | +113.1% | +43.9% |
| All | +294.8% | +148.2% | +146.6% | +46.1% |
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 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