+10.6%
TMO vs VFC
-78.2%
+88.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.4% | -3.3% | +0.3% |
| 7D | -0.6% | -1.4% | +0.7% | -0.4% |
| 30D | +1.1% | -9.0% | +10.1% | +2.8% |
| 3M | +28.3% | -24.2% | +52.5% | +34.2% |
| 6M | +23.3% | -18.5% | +41.8% | +27.1% |
| YTD | +5.5% | -25.9% | +31.3% | +10.3% |
| 1Y | +24.5% | -13.0% | +37.5% | +25.8% |
| 3Y | +19.6% | -20.3% | +39.9% | +13.9% |
| All | +10.6% | -78.2% | +88.8% | +38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling