-27.9%
TMS vs VOO
+49.2%
-77.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -0.6% | +16.6% | +16.2% |
| 7D | +20.9% | +0.5% | +20.4% | +20.7% |
| 30D | -1.1% | -0.9% | -0.2% | -0.9% |
| 3M | -32.1% | +3.9% | -36.0% | -32.2% |
| 6M | -30.7% | +14.5% | -45.2% | -30.3% |
| YTD | -30.5% | +13.0% | -43.4% | -30.2% |
| 1Y | -29.7% | +19.4% | -49.1% | -28.9% |
| All | -27.9% | +49.2% | -77.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling