-42.3%
TMS vs VOO
+46.5%
-88.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.3% | +12.0% | +11.8% |
| 7D | +22.2% | -0.6% | +22.8% | +22.0% |
| 30D | -12.1% | -3.6% | -8.5% | -11.6% |
| 3M | -22.6% | -2.7% | -19.8% | -22.4% |
| 6M | -45.2% | +2.2% | -47.5% | -45.3% |
| YTD | -44.4% | +10.9% | -55.3% | -44.1% |
| 1Y | -44.4% | +11.3% | -55.8% | -44.2% |
| All | -42.3% | +46.5% | -88.8% | -41.0% |
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