+1,089.2%
TMO vs VT
+374.2%
+715.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.7% | -0.7% |
| 7D | -1.4% | +0.4% | -1.8% | -1.7% |
| 30D | +6.2% | +1.0% | +5.2% | +5.4% |
| 3M | +27.5% | +2.4% | +25.1% | +24.4% |
| 6M | +20.0% | +12.0% | +8.0% | +8.4% |
| YTD | +6.1% | +15.3% | -9.2% | -6.4% |
| 1Y | +25.8% | +22.6% | +3.3% | +5.3% |
| 3Y | +11.2% | +74.7% | -63.5% | -31.1% |
| 5Y | +9.6% | +66.1% | -56.6% | -29.2% |
| 10Y | +317.8% | +225.0% | +92.8% | +52.6% |
| All | +1,089.2% | +374.2% | +715.0% | +199.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling