-29.0%
TME vs VT
+168.8%
-197.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +3.2% |
| 7D | +13.8% | -0.3% | +14.1% | +14.2% |
| 30D | +20.5% | -1.4% | +21.9% | +22.1% |
| 3M | -1.5% | -1.4% | -0.1% | -0.1% |
| 6M | +3.7% | +5.5% | -1.7% | -2.1% |
| YTD | -44.5% | +12.8% | -57.3% | -51.0% |
| 1Y | -56.8% | +15.4% | -72.2% | -62.8% |
| 3Y | +32.8% | +76.9% | -44.1% | -25.6% |
| 5Y | +26.4% | +60.4% | -34.0% | -21.7% |
| All | -29.0% | +168.8% | -197.8% | -69.5% |
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