+25.8%
TMO vs VFC
-6.8%
+32.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -1.3% |
| 7D | -1.4% | -1.6% | +0.3% | -1.0% |
| 30D | +6.2% | -11.6% | +17.9% | +9.1% |
| 3M | +27.5% | -18.1% | +45.6% | +31.5% |
| 6M | +20.0% | -27.4% | +47.3% | +28.1% |
| YTD | +6.1% | -24.8% | +31.0% | +12.1% |
| 1Y | +25.8% | -8.2% | +34.1% | +25.2% |
| All | +25.8% | -6.8% | +32.7% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling