+65.2%
TSME vs VT
+75.0%
-9.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.0% | +0.4% | +0.5% | +0.4% |
| 30D | -5.7% | +1.0% | -6.7% | -6.9% |
| 3M | -2.4% | +2.4% | -4.8% | -5.2% |
| 6M | +7.7% | +12.0% | -4.3% | -6.7% |
| YTD | +15.0% | +15.3% | -0.3% | -4.2% |
| 1Y | +14.2% | +22.6% | -8.4% | -12.0% |
| All | +65.2% | +75.0% | -9.8% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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