+294.6%
TMDX vs VT
+134.6%
+160.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.2% | +27.7% | +27.6% |
| 7D | +33.7% | -2.3% | +36.0% | +38.3% |
| 30D | +8.8% | -5.0% | +13.8% | +16.9% |
| 3M | +10.0% | -4.9% | +14.9% | +18.0% |
| 6M | +21.0% | -1.5% | +22.6% | +23.2% |
| YTD | -27.5% | +8.5% | -35.9% | -35.9% |
| 1Y | -29.4% | +11.4% | -40.8% | -39.7% |
| 3Y | +119.6% | +70.1% | +49.5% | +6.3% |
| 5Y | +180.2% | +53.7% | +126.5% | +59.6% |
| All | +294.6% | +134.6% | +160.0% | +57.8% |
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