+8,398.6%
TPR vs VMC
+939.3%
+7,459.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | +14.2% | +0.5% | +13.7% | +13.7% |
| 30D | +17.1% | +15.8% | +1.3% | +8.1% |
| 3M | -17.7% | +0.6% | -18.3% | -18.2% |
| 6M | -10.2% | -4.0% | -6.1% | -8.9% |
| YTD | +4.9% | -0.3% | +5.2% | +3.6% |
| 1Y | +36.1% | -0.5% | +36.6% | +34.6% |
| 3Y | +416.5% | +39.6% | +376.9% | +320.3% |
| 5Y | +254.8% | +50.1% | +204.7% | +176.6% |
| 10Y | +391.7% | +163.9% | +227.8% | +174.1% |
| All | +8,398.6% | +939.3% | +7,459.4% | +1,193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling