-91.7%
TOMZ vs VT
+345.0%
-436.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.8% | -2.0% |
| 7D | +28.2% | -4.2% | +32.4% | +28.5% |
| 30D | +40.6% | -5.8% | +46.4% | +41.1% |
| 3M | +14.1% | -5.2% | +19.4% | +14.5% |
| 6M | +6.9% | +0.1% | +6.7% | +7.0% |
| YTD | -6.8% | +8.2% | -15.1% | -7.0% |
| 1Y | -20.1% | +10.1% | -30.3% | -20.4% |
| 3Y | -25.1% | +69.7% | -94.7% | -26.2% |
| 5Y | -45.8% | +53.4% | -99.1% | -47.1% |
| 10Y | -70.7% | +219.2% | -289.9% | -70.5% |
| All | -91.7% | +345.0% | -436.7% | -93.9% |
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