+256.1%
TPR vs VMC
+42.5%
+213.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | +14.2% | +0.5% | +13.7% | +13.5% |
| 30D | +17.1% | +15.8% | +1.3% | +6.6% |
| 3M | -17.7% | +0.6% | -18.3% | -18.3% |
| 6M | -10.2% | -4.0% | -6.1% | -8.8% |
| YTD | +4.9% | -0.3% | +5.2% | +2.7% |
| 1Y | +36.1% | -0.5% | +36.6% | +33.4% |
| 3Y | +416.5% | +39.6% | +376.9% | +284.6% |
| All | +256.1% | +42.5% | +213.7% | +152.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling