+26.0%
TMO vs VG
+12.9%
+13.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.4% | +0.6% |
| 7D | -0.5% | +3.8% | -4.3% | -0.3% |
| 30D | +1.0% | +7.2% | -6.2% | +1.3% |
| 3M | +22.7% | +22.8% | -0.1% | +24.1% |
| 6M | +19.0% | +33.2% | -14.2% | +20.0% |
| YTD | +4.7% | +124.8% | -120.1% | +3.5% |
| 1Y | +26.0% | +15.8% | +10.2% | +32.8% |
| All | +26.0% | +12.9% | +13.2% | +32.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling