-37.9%
TMS vs VOO
+50.0%
-87.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -20.4% | +0.1% | -20.4% | -20.4% |
| 3M | -41.7% | +2.0% | -43.7% | -41.8% |
| 6M | -40.3% | +13.0% | -53.3% | -40.1% |
| YTD | -40.1% | +13.6% | -53.7% | -39.9% |
| 1Y | -39.3% | +20.1% | -59.3% | -38.7% |
| All | -37.9% | +50.0% | -87.9% | -36.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling