+19.6%
TMO vs VUG
+86.2%
-66.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | -0.6% | -0.5% | -0.2% | -0.4% |
| 30D | +1.1% | -1.0% | +2.1% | +1.6% |
| 3M | +28.3% | +3.5% | +24.8% | +25.8% |
| 6M | +23.3% | +14.2% | +9.1% | +14.9% |
| YTD | +5.5% | +8.5% | -3.0% | +0.8% |
| 1Y | +24.5% | +12.9% | +11.7% | +16.6% |
| 3Y | +19.6% | +85.6% | -66.1% | -17.7% |
| All | +19.6% | +86.2% | -66.7% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling