+8,094.7%
TMO vs VFC
+827.5%
+7,267.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.3% |
| 7D | +0.4% | +0.8% | -0.4% | +0.2% |
| 30D | +1.5% | -11.9% | +13.5% | +4.8% |
| 3M | +28.5% | -20.2% | +48.7% | +34.8% |
| 6M | +20.4% | -23.0% | +43.4% | +27.2% |
| YTD | +4.3% | -26.2% | +30.5% | +11.0% |
| 1Y | +24.1% | -13.3% | +37.4% | +25.5% |
| 3Y | +17.5% | -25.5% | +42.9% | +10.0% |
| 5Y | +6.8% | -78.1% | +84.9% | +38.4% |
| 10Y | +311.9% | -68.8% | +380.7% | +340.6% |
| All | +8,094.7% | +827.5% | +7,267.2% | +3,197.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling