-38.1%
TME vs VT
+174.8%
-212.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -3.5% | +0.4% | -4.0% | -4.0% |
| 30D | -13.3% | +1.0% | -14.3% | -14.2% |
| 3M | -11.2% | +2.4% | -13.6% | -13.6% |
| 6M | -40.0% | +12.0% | -52.0% | -46.7% |
| YTD | -51.6% | +15.3% | -67.0% | -58.2% |
| 1Y | -65.6% | +22.6% | -88.2% | -72.1% |
| 3Y | +23.5% | +74.7% | -51.2% | -29.8% |
| 5Y | -2.9% | +66.1% | -69.1% | -41.7% |
| All | -38.1% | +174.8% | -212.9% | -74.0% |
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