-67.9%
TOMZ vs VT
+221.8%
-289.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -0.3% | +10.7% | +10.4% |
| 7D | +18.1% | +2.4% | +15.8% | +18.0% |
| 30D | +75.2% | -1.5% | +76.7% | +75.3% |
| 3M | +35.8% | -4.1% | +39.9% | +36.1% |
| 6M | +4.5% | +0.6% | +4.0% | +4.6% |
| YTD | +8.5% | +11.0% | -2.5% | +8.6% |
| 1Y | +4.5% | +13.3% | -8.8% | +4.6% |
| 3Y | -9.9% | +73.4% | -83.3% | -8.9% |
| 5Y | -38.2% | +57.4% | -95.6% | -41.0% |
| All | -67.9% | +221.8% | -289.7% | -52.1% |
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 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