+396.8%
TPR vs VMC
+35.7%
+361.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | +0.2% |
| 7D | -1.1% | -1.7% | +0.5% | -0.3% |
| 30D | +15.1% | +15.3% | -0.2% | +6.8% |
| 3M | -13.4% | +0.3% | -13.7% | -13.9% |
| 6M | +1.4% | +0.9% | +0.5% | -0.2% |
| YTD | +4.8% | -1.0% | +5.8% | +3.3% |
| 1Y | +29.2% | -4.3% | +33.5% | +29.6% |
| All | +396.8% | +35.7% | +361.1% | +291.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling