+8,131.0%
TMO vs VMC
+3,084.3%
+5,046.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.4% |
| 7D | -0.5% | -5.3% | +4.9% | +1.1% |
| 30D | +1.0% | -12.3% | +13.3% | +4.9% |
| 3M | +22.7% | -10.3% | +33.0% | +26.3% |
| 6M | +19.0% | -8.6% | +27.6% | +21.7% |
| YTD | +4.7% | -11.9% | +16.6% | +7.9% |
| 1Y | +26.0% | -13.9% | +39.9% | +30.5% |
| 3Y | +18.0% | +18.2% | -0.2% | +10.1% |
| 5Y | +8.0% | +47.7% | -39.8% | -6.6% |
| 10Y | +333.8% | +152.5% | +181.3% | +193.5% |
| All | +8,131.0% | +3,084.3% | +5,046.7% | +2,456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling