+19.6%
TMO vs VMC
+18.8%
+0.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.8% |
| 7D | -0.6% | -3.8% | +3.1% | +0.5% |
| 30D | +1.1% | -9.7% | +10.8% | +4.3% |
| 3M | +28.3% | -9.6% | +38.0% | +32.1% |
| 6M | +23.3% | -4.8% | +28.1% | +24.7% |
| YTD | +5.5% | -10.9% | +16.3% | +8.0% |
| 1Y | +24.5% | -15.6% | +40.1% | +29.6% |
| 3Y | +19.6% | +19.3% | +0.2% | +10.3% |
| All | +19.6% | +18.8% | +0.8% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling