+87.9%
TSME vs VT
+111.0%
-23.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | -2.4% | +2.4% | -4.8% | -5.1% |
| 6M | +7.7% | +12.0% | -4.3% | -6.2% |
| YTD | +15.0% | +15.3% | -0.3% | -3.4% |
| 1Y | +14.2% | +22.6% | -8.4% | -11.0% |
| 3Y | +61.9% | +74.7% | -12.8% | -16.8% |
| All | +87.9% | +111.0% | -23.1% | -21.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling