-7.1%
TMFM vs VT
+56.6%
-63.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | +1.2% |
| 7D | +1.0% | -4.2% | +5.2% | +5.2% |
| 30D | +4.6% | -5.8% | +10.4% | +10.9% |
| 3M | -2.1% | -5.2% | +3.1% | +3.1% |
| 6M | +8.8% | +0.1% | +8.7% | +7.8% |
| YTD | -3.9% | +8.2% | -12.1% | -12.3% |
| 1Y | -3.6% | +10.1% | -13.7% | -13.6% |
| 3Y | +15.2% | +69.7% | -54.5% | -35.4% |
| All | -7.1% | +56.6% | -63.7% | -42.0% |
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