+27.1%
TME vs VT
+53.2%
-26.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +5.1% |
| 7D | +12.9% | -4.2% | +17.1% | +19.2% |
| 30D | +19.2% | -5.8% | +25.0% | +28.6% |
| 3M | -0.8% | -5.2% | +4.4% | +6.1% |
| 6M | +3.2% | +0.1% | +3.0% | +1.7% |
| YTD | -44.6% | +8.2% | -52.9% | -51.1% |
| 1Y | -56.8% | +10.1% | -66.9% | -62.8% |
| 3Y | +32.4% | +69.7% | -37.3% | -42.6% |
| 5Y | +27.1% | +53.4% | -26.3% | -26.6% |
| All | +27.1% | +53.2% | -26.1% | -26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling