-93.6%
TOMZ vs VT
+374.2%
-467.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | 0.0% | +0.4% | -0.4% | 0.0% |
| 30D | -11.0% | +1.0% | -12.0% | -11.0% |
| 3M | -47.5% | +2.4% | -49.9% | -47.6% |
| 6M | -12.8% | +12.0% | -24.8% | -13.2% |
| YTD | -27.4% | +15.3% | -42.7% | -27.7% |
| 1Y | -34.9% | +22.6% | -57.4% | -35.4% |
| 3Y | -48.0% | +74.7% | -122.7% | -48.9% |
| 5Y | -73.1% | +66.1% | -139.3% | -73.9% |
| 10Y | -76.4% | +225.0% | -301.4% | -76.3% |
| All | -93.6% | +374.2% | -467.8% | -95.3% |
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