-57.2%
TMQ vs VT
+340.5%
-397.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.1% | -3.7% | -3.7% |
| 7D | -12.6% | -4.2% | -8.4% | -8.6% |
| 30D | -32.0% | -5.8% | -26.2% | -27.5% |
| 3M | -42.6% | -5.2% | -37.4% | -39.1% |
| 6M | -52.1% | +0.1% | -52.3% | -51.1% |
| YTD | -53.1% | +8.2% | -61.4% | -54.8% |
| 1Y | -49.5% | +10.1% | -59.6% | -52.0% |
| 3Y | +348.9% | +69.7% | +279.2% | +189.8% |
| 5Y | +5.8% | +53.4% | -47.6% | -25.0% |
| 10Y | +296.1% | +219.2% | +76.9% | +68.7% |
| All | -57.2% | +340.5% | -397.7% | -87.5% |
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 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