+302.4%
TMDX vs VT
+149.5%
+153.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.5% | +3.5% |
| 7D | +1.8% | +0.4% | +1.3% | +1.2% |
| 30D | +17.6% | +1.0% | +16.7% | +16.2% |
| 3M | +26.1% | +2.4% | +23.7% | +21.8% |
| 6M | -39.1% | +12.0% | -51.1% | -48.3% |
| YTD | -26.0% | +15.3% | -41.4% | -39.9% |
| 1Y | -13.5% | +22.6% | -36.1% | -35.1% |
| 3Y | +30.2% | +74.7% | -44.5% | -39.2% |
| 5Y | +175.4% | +66.1% | +109.3% | +41.9% |
| All | +302.4% | +149.5% | +153.0% | +47.9% |
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