+293.4%
TMO vs VST
+1,191.1%
-897.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -0.5% | +5.3% | -5.8% | -1.1% |
| 30D | +1.0% | +5.8% | -4.8% | +0.2% |
| 3M | +22.7% | +3.5% | +19.2% | +21.8% |
| 6M | +19.0% | -7.4% | +26.4% | +19.3% |
| YTD | +4.7% | -6.1% | +10.8% | +4.4% |
| 1Y | +26.0% | -21.6% | +47.6% | +27.9% |
| 3Y | +18.0% | +357.2% | -339.2% | -16.5% |
| 5Y | +8.0% | +777.0% | -769.0% | -32.9% |
| All | +293.4% | +1,191.1% | -897.7% | +124.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling