+312.2%
TMQ vs VT
+214.8%
+97.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.1% | -3.7% | -3.2% |
| 7D | -12.6% | -4.2% | -8.4% | -8.1% |
| 30D | -32.0% | -5.8% | -26.2% | -27.0% |
| 3M | -42.6% | -5.2% | -37.4% | -38.6% |
| 6M | -52.1% | +0.1% | -52.3% | -51.0% |
| YTD | -53.1% | +8.2% | -61.4% | -55.0% |
| 1Y | -49.5% | +10.1% | -59.6% | -52.3% |
| 3Y | +348.9% | +69.7% | +279.2% | +172.7% |
| 5Y | +5.8% | +53.4% | -47.6% | -28.4% |
| All | +312.2% | +214.8% | +97.4% | +24.7% |
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