+333.8%
TMO vs VT
+222.7%
+111.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +1.0% |
| 7D | -0.5% | -0.1% | -0.3% | -0.3% |
| 30D | +1.0% | -0.7% | +1.7% | +1.6% |
| 3M | +22.7% | +4.0% | +18.7% | +18.1% |
| 6M | +19.0% | +12.3% | +6.7% | +6.9% |
| YTD | +4.7% | +14.0% | -9.3% | -7.2% |
| 1Y | +26.0% | +20.3% | +5.7% | +6.5% |
| 3Y | +18.0% | +75.4% | -57.4% | -28.6% |
| 5Y | +8.0% | +66.0% | -58.0% | -31.8% |
| 10Y | +333.8% | +228.2% | +105.6% | +45.1% |
| All | +333.8% | +222.7% | +111.1% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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