+18.3%
TMO vs VFC
-28.4%
+46.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.2% |
| 7D | -2.5% | -3.3% | +0.8% | -2.0% |
| 30D | -0.3% | -14.0% | +13.7% | +2.1% |
| 3M | +25.3% | -22.6% | +47.8% | +29.7% |
| 6M | +20.9% | -24.7% | +45.6% | +25.8% |
| YTD | +4.3% | -29.0% | +33.3% | +9.3% |
| 1Y | +27.0% | -13.8% | +40.8% | +28.7% |
| All | +18.3% | -28.4% | +46.6% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling