+3.7%
TMV vs VT
+214.8%
-211.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.8% |
| 7D | -2.8% | -4.2% | +1.4% | -1.5% |
| 30D | -16.6% | -5.8% | -10.8% | -15.0% |
| 3M | +2.5% | -5.2% | +7.8% | +4.1% |
| 6M | +10.4% | +0.1% | +10.3% | +9.7% |
| YTD | +15.9% | +8.2% | +7.7% | +11.6% |
| 1Y | +22.8% | +10.1% | +12.7% | +17.3% |
| 3Y | +5.7% | +69.7% | -63.9% | -18.4% |
| 5Y | +247.7% | +53.4% | +194.3% | +184.5% |
| All | +3.7% | +214.8% | -211.1% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling