-52.2%
TMS vs VT
+40.2%
-92.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +1.8% |
| 7D | +15.9% | -4.2% | +20.0% | +16.2% |
| 30D | -36.0% | -5.8% | -30.2% | -35.6% |
| 3M | -38.7% | -5.2% | -33.5% | -38.4% |
| 6M | -54.7% | +0.1% | -54.8% | -54.5% |
| YTD | -53.9% | +8.2% | -62.1% | -53.4% |
| 1Y | -53.9% | +10.1% | -64.0% | -53.3% |
| All | -52.2% | +40.2% | -92.3% | -50.3% |
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