-72.0%
TOMZ vs VT
+215.5%
-287.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | +11.4% | -2.3% | +13.7% | +11.5% |
| 30D | +35.2% | -5.0% | +40.2% | +35.5% |
| 3M | +16.8% | -4.9% | +21.7% | +17.1% |
| 6M | +8.6% | -1.5% | +10.1% | +8.8% |
| YTD | -8.1% | +8.5% | -16.6% | -8.0% |
| 1Y | -19.5% | +11.4% | -30.8% | -19.3% |
| 3Y | -24.6% | +70.1% | -94.6% | -23.6% |
| 5Y | -46.5% | +53.7% | -100.2% | -48.9% |
| All | -72.0% | +215.5% | -287.5% | -54.2% |
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