+25.6%
TMO vs VG
-46.6%
+72.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | -0.2% |
| 7D | +1.6% | +5.5% | -3.9% | +1.5% |
| 30D | +8.4% | -3.6% | +12.0% | +8.4% |
| 3M | +18.7% | -4.0% | +22.7% | +18.7% |
| 6M | +58.9% | +9.4% | +49.5% | +58.0% |
| YTD | +24.2% | +86.6% | -62.4% | +17.5% |
| 1Y | +22.8% | +69.5% | -46.7% | +16.9% |
| All | +25.6% | -46.6% | +72.2% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling