+25.8%
TMO vs VST
-20.6%
+46.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -0.9% |
| 7D | -1.4% | +8.9% | -10.3% | -1.7% |
| 30D | +6.2% | +6.2% | 0.0% | +6.0% |
| 3M | +27.5% | -2.7% | +30.2% | +27.6% |
| 6M | +20.0% | -8.4% | +28.3% | +20.1% |
| YTD | +6.1% | -7.2% | +13.3% | +6.1% |
| 1Y | +25.8% | -20.9% | +46.7% | +26.6% |
| All | +25.8% | -20.6% | +46.4% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 VST 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