+1,128.1%
TMO vs VEA
+166.5%
+961.6%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.3% |
| 7D | -0.6% | -1.5% | +0.8% | +0.4% |
| 30D | +1.1% | -0.8% | +2.0% | +1.7% |
| 3M | +28.3% | +2.5% | +25.9% | +25.5% |
| 6M | +23.3% | +11.1% | +12.1% | +13.0% |
| YTD | +5.5% | +17.2% | -11.7% | -7.3% |
| 1Y | +24.5% | +24.5% | 0.0% | +4.7% |
| 3Y | +19.6% | +75.4% | -55.9% | -22.4% |
| 5Y | +8.1% | +61.1% | -53.0% | -25.5% |
| 10Y | +336.7% | +163.1% | +173.6% | +106.3% |
| All | +1,128.1% | +166.5% | +961.6% | +417.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling