+25.8%
TMO vs VMC
-8.5%
+34.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.4% | -4.3% | +3.0% | -0.1% |
| 30D | +6.2% | -8.2% | +14.5% | +8.7% |
| 3M | +27.5% | -7.0% | +34.5% | +30.0% |
| 6M | +20.0% | -10.8% | +30.7% | +22.6% |
| YTD | +6.1% | -7.4% | +13.5% | +6.4% |
| 1Y | +25.8% | -9.5% | +35.3% | +26.7% |
| All | +25.8% | -8.5% | +34.4% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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