+338.8%
TMQ vs VT
+215.5%
+123.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.2% | +6.2% | +6.2% |
| 7D | -1.8% | -2.3% | +0.5% | +0.9% |
| 30D | -24.6% | -5.0% | -19.6% | -19.8% |
| 3M | -40.3% | -4.9% | -35.4% | -36.4% |
| 6M | -53.8% | -1.5% | -52.2% | -51.9% |
| YTD | -50.1% | +8.5% | -58.6% | -52.2% |
| 1Y | -45.8% | +11.4% | -57.2% | -49.5% |
| 3Y | +377.8% | +70.1% | +307.7% | +189.5% |
| 5Y | +12.6% | +53.7% | -41.2% | -24.0% |
| All | +338.8% | +215.5% | +123.2% | +32.4% |
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