+19.6%
TMO vs VIG
+55.8%
-36.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.3% |
| 7D | -0.6% | -1.1% | +0.4% | +0.6% |
| 30D | +1.1% | -2.7% | +3.9% | +4.3% |
| 3M | +28.3% | +2.5% | +25.8% | +24.6% |
| 6M | +23.3% | +9.2% | +14.0% | +11.4% |
| YTD | +5.5% | +9.8% | -4.4% | -5.3% |
| 1Y | +24.5% | +12.4% | +12.2% | +8.9% |
| 3Y | +19.6% | +55.9% | -36.3% | -29.4% |
| All | +19.6% | +55.8% | -36.2% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 3y: compounded portfolio wealth divided by compounded VIG 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…
3y analysis · Full analysis span regression · 6 months rolling