+12.9%
TMO vs VT
+53.4%
-40.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.4% |
| 7D | -0.3% | -2.3% | +2.0% | +1.8% |
| 30D | +4.9% | -5.0% | +9.9% | +9.9% |
| 3M | +19.9% | -4.9% | +24.8% | +25.3% |
| 6M | +47.2% | -1.5% | +48.7% | +48.2% |
| YTD | +20.2% | +8.5% | +11.7% | +10.5% |
| 1Y | +23.2% | +11.4% | +11.8% | +10.4% |
| 3Y | +54.2% | +70.1% | -15.9% | -8.4% |
| All | +12.9% | +53.4% | -40.5% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling