+5.5%
TMO vs VG
-38.0%
+43.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.8% |
| 7D | +0.4% | -2.5% | +2.9% | +0.5% |
| 30D | +1.5% | +11.1% | -9.6% | +1.3% |
| 3M | +28.5% | +14.9% | +13.7% | +28.1% |
| 6M | +20.4% | +18.4% | +2.0% | +18.9% |
| YTD | +4.3% | +116.6% | -112.3% | -1.5% |
| 1Y | +24.1% | +9.4% | +14.7% | +23.3% |
| All | +5.5% | -38.0% | +43.5% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling