+25.8%
TMO vs VUG
+15.8%
+10.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -1.4% | -0.1% | -1.2% | -1.3% |
| 30D | +6.2% | -0.3% | +6.5% | +6.3% |
| 3M | +27.5% | -0.7% | +28.1% | +28.7% |
| 6M | +20.0% | +14.6% | +5.3% | +11.6% |
| YTD | +6.1% | +9.0% | -2.9% | +0.6% |
| 1Y | +25.8% | +14.9% | +11.0% | +14.2% |
| All | +25.8% | +15.8% | +10.1% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 1y: compounded portfolio wealth divided by compounded VUG 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…
1y analysis · Full analysis span regression · 6 months rolling