-30.1%
TMQ vs VT
+369.4%
-399.5%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -8.8% | +0.4% | -9.3% | -9.2% |
| 30D | -6.3% | +1.0% | -7.2% | -7.0% |
| 3M | -25.7% | +2.4% | -28.1% | -26.5% |
| 6M | -18.7% | +12.0% | -30.7% | -25.2% |
| YTD | -23.4% | +15.3% | -38.8% | -30.9% |
| 1Y | +87.5% | +22.6% | +64.9% | +59.6% |
| 3Y | +573.5% | +74.7% | +498.8% | +318.3% |
| 5Y | +65.0% | +66.1% | -1.1% | +7.8% |
| 10Y | +489.3% | +225.0% | +264.3% | +140.4% |
| All | -30.1% | +369.4% | -399.5% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling