+327.1%
TPR vs VMC
+153.4%
+173.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -2.3% | -4.3% | +2.0% | +0.2% |
| 30D | -23.0% | -8.2% | -14.7% | -19.1% |
| 3M | -12.5% | -7.0% | -5.4% | -9.3% |
| 6M | -21.4% | -10.8% | -10.7% | -16.6% |
| YTD | -3.5% | -7.4% | +3.9% | -0.6% |
| 1Y | +17.4% | -9.5% | +26.8% | +22.3% |
| 3Y | +291.3% | +20.5% | +270.8% | +237.4% |
| 5Y | +241.9% | +51.6% | +190.3% | +155.4% |
| All | +327.1% | +153.4% | +173.7% | +148.4% |
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