+10.6%
TMO vs VTEB
+1.2%
+9.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.7% |
| 7D | -0.6% | -0.9% | +0.3% | +0.4% |
| 30D | +1.1% | -2.5% | +3.6% | +4.2% |
| 3M | +28.3% | -3.0% | +31.3% | +32.9% |
| 6M | +23.3% | -2.1% | +25.4% | +26.4% |
| YTD | +5.5% | -1.5% | +6.9% | +7.3% |
| 1Y | +24.5% | +0.2% | +24.4% | +24.3% |
| 3Y | +19.6% | +8.6% | +11.0% | +6.8% |
| All | +10.6% | +1.2% | +9.4% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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