+80.3%
TMP vs VT
+215.5%
-135.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | -0.1% |
| 7D | +0.7% | -2.3% | +3.0% | +3.0% |
| 30D | +3.5% | -5.0% | +8.5% | +8.7% |
| 3M | +1.0% | -4.9% | +5.9% | +5.9% |
| 6M | +18.5% | -1.5% | +20.0% | +19.5% |
| YTD | +41.3% | +8.5% | +32.9% | +28.9% |
| 1Y | +54.8% | +11.4% | +43.4% | +37.4% |
| 3Y | +108.4% | +70.1% | +38.3% | +22.4% |
| 5Y | +40.9% | +53.7% | -12.8% | -8.9% |
| All | +80.3% | +215.5% | -135.2% | -51.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling