-8.0%
TMFM vs VT
+66.9%
-74.9%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -5.0% | +0.4% | -5.4% | -5.4% |
| 30D | -3.1% | +1.0% | -4.1% | -4.0% |
| 3M | +3.9% | +2.4% | +1.5% | +1.2% |
| 6M | +0.4% | +12.0% | -11.6% | -11.1% |
| YTD | -4.8% | +15.3% | -20.2% | -18.3% |
| 1Y | -13.8% | +22.6% | -36.4% | -30.6% |
| 3Y | +6.9% | +74.7% | -67.8% | -41.4% |
| All | -8.0% | +66.9% | -74.9% | -46.0% |
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