+23.8%
TMV vs VT
+224.5%
-200.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.5% | +0.4% | +1.0% | +1.3% |
| 30D | +2.6% | +1.0% | +1.6% | +2.2% |
| 3M | +11.4% | +2.4% | +9.0% | +10.3% |
| 6M | +24.6% | +12.0% | +12.6% | +19.2% |
| YTD | +16.0% | +15.3% | +0.6% | +9.7% |
| 1Y | +15.6% | +22.6% | -7.0% | +6.7% |
| 3Y | +29.7% | +74.7% | -44.9% | +0.5% |
| 5Y | +229.6% | +66.1% | +163.5% | +162.4% |
| All | +23.8% | +224.5% | -200.7% | -33.0% |
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