+356.2%
TPR vs VMC
+125.2%
+231.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.2% |
| 7D | -0.3% | -1.3% | +1.0% | +0.5% |
| 30D | +15.1% | +15.5% | -0.3% | +5.6% |
| 3M | +3.5% | +0.6% | +2.9% | +2.7% |
| 6M | +0.4% | +2.1% | -1.6% | -1.8% |
| YTD | +4.6% | -1.6% | +6.2% | +3.7% |
| 1Y | +33.1% | -1.2% | +34.3% | +31.6% |
| 3Y | +396.0% | +35.3% | +360.7% | +298.0% |
| 5Y | +230.3% | +43.6% | +186.7% | +152.4% |
| All | +356.2% | +125.2% | +231.0% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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