+22.8%
TMO vs VG
+51.8%
-29.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.5% | -5.6% | +0.2% |
| 7D | +1.6% | +5.5% | -3.9% | +1.9% |
| 30D | +8.4% | -3.6% | +12.0% | +8.3% |
| 3M | +18.7% | -4.0% | +22.7% | +18.7% |
| 6M | +58.9% | +9.4% | +49.5% | +61.4% |
| YTD | +24.2% | +86.6% | -62.4% | +26.9% |
| 1Y | +22.8% | +69.5% | -46.7% | +24.8% |
| All | +22.8% | +51.8% | -29.0% | +24.8% |
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