+2,199.4%
TMO vs VUG
+1,240.0%
+959.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.9% |
| 7D | -0.5% | +0.1% | -0.6% | -0.5% |
| 30D | +1.0% | -1.7% | +2.7% | +2.4% |
| 3M | +22.7% | +2.8% | +19.9% | +18.9% |
| 6M | +19.0% | +13.6% | +5.4% | +5.9% |
| YTD | +4.7% | +8.1% | -3.3% | -2.9% |
| 1Y | +26.0% | +13.1% | +12.9% | +12.0% |
| 3Y | +18.0% | +87.0% | -69.0% | -34.3% |
| 5Y | +8.0% | +76.0% | -68.0% | -38.3% |
| 10Y | +333.8% | +420.5% | -86.7% | -14.7% |
| All | +2,199.4% | +1,240.0% | +959.4% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling