+1,268.8%
TMO vs VCLT
+102.9%
+1,165.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | +22.7% | -2.9% | +25.6% | +23.3% |
| 6M | +19.0% | -4.0% | +23.0% | +19.8% |
| YTD | +4.7% | -2.2% | +7.0% | +5.1% |
| 1Y | +26.0% | -2.6% | +28.6% | +26.6% |
| 3Y | +18.0% | +12.3% | +5.7% | +16.7% |
| 5Y | +8.0% | -16.4% | +24.4% | +4.4% |
| 10Y | +333.8% | +18.1% | +315.7% | +362.1% |
| All | +1,268.8% | +102.9% | +1,165.8% | +1,887.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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