+19.6%
TMO vs VEA
+75.8%
-56.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.4% |
| 7D | -0.6% | -1.5% | +0.8% | +0.3% |
| 30D | +1.1% | -0.8% | +2.0% | +1.7% |
| 3M | +28.3% | +2.5% | +25.9% | +25.8% |
| 6M | +23.3% | +11.1% | +12.1% | +13.1% |
| YTD | +5.5% | +17.2% | -11.7% | -7.7% |
| 1Y | +24.5% | +24.5% | 0.0% | +3.7% |
| 3Y | +19.6% | +75.4% | -55.9% | -25.4% |
| All | +19.6% | +75.8% | -56.2% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 3y: compounded portfolio wealth divided by compounded VEA 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…
3y analysis · Full analysis span regression · 6 months rolling