+366.8%
TMO vs VST
+1,022.7%
-655.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.2% |
| 7D | +2.8% | -6.0% | +8.9% | +3.4% |
| 30D | +9.1% | -18.8% | +27.9% | +11.6% |
| 3M | +19.9% | -8.0% | +27.9% | +20.4% |
| 6M | +54.7% | -10.9% | +65.7% | +55.4% |
| YTD | +24.3% | -18.3% | +42.6% | +25.4% |
| 1Y | +25.0% | -29.9% | +55.0% | +28.5% |
| 3Y | +61.7% | +290.3% | -228.6% | +16.4% |
| 5Y | +16.2% | +635.3% | -619.1% | -26.3% |
| 10Y | +378.7% | +1,162.4% | -783.7% | +178.0% |
| All | +366.8% | +1,022.7% | -655.9% | +169.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling