-92.8%
TMV vs VT
+622.2%
-715.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -3.6% |
| 7D | -3.8% | -0.3% | -3.5% | -3.6% |
| 30D | -16.7% | -1.4% | -15.3% | -15.8% |
| 3M | +2.4% | -1.4% | +3.8% | +3.1% |
| 6M | +9.3% | +5.5% | +3.9% | +3.8% |
| YTD | +16.5% | +12.8% | +3.6% | +4.0% |
| 1Y | +27.5% | +15.4% | +12.1% | +11.6% |
| 3Y | +6.2% | +76.9% | -70.6% | -37.7% |
| 5Y | +234.1% | +60.4% | +173.7% | +102.9% |
| 10Y | +6.8% | +232.8% | -226.0% | -72.7% |
| All | -92.8% | +622.2% | -715.0% | -99.1% |
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