+298.6%
TMO vs VST
+1,175.7%
-877.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.2% |
| 7D | -1.4% | +8.9% | -10.3% | -2.4% |
| 30D | +6.2% | +6.2% | 0.0% | +5.4% |
| 3M | +27.5% | -2.7% | +30.2% | +27.5% |
| 6M | +20.0% | -8.4% | +28.3% | +20.4% |
| YTD | +6.1% | -7.2% | +13.3% | +5.9% |
| 1Y | +25.8% | -20.9% | +46.7% | +27.5% |
| 3Y | +11.2% | +384.0% | -372.8% | -22.3% |
| 5Y | +9.6% | +757.1% | -747.5% | -31.7% |
| All | +298.6% | +1,175.7% | -877.1% | +127.6% |
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 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