+11.5%
TPR vs VMC
-13.8%
+25.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | -5.1% | -3.7% | -1.4% | -3.4% |
| 30D | -27.6% | -12.8% | -14.8% | -22.8% |
| 3M | -17.5% | -7.9% | -9.5% | -14.9% |
| 6M | -21.3% | -7.5% | -13.8% | -18.5% |
| YTD | -8.5% | -11.6% | +3.2% | -5.9% |
| 1Y | +11.5% | -14.3% | +25.7% | +16.3% |
| All | +11.5% | -13.8% | +25.2% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling