+47.8%
VMC vs TDY
+39.0%
+8.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.2% |
| 7D | -3.8% | -1.1% | -2.6% | -3.2% |
| 30D | -9.7% | -12.0% | +2.4% | -3.8% |
| 3M | -9.6% | -3.2% | -6.4% | -8.6% |
| 6M | -4.8% | -7.9% | +3.0% | -1.5% |
| YTD | -10.9% | +18.2% | -29.1% | -19.3% |
| 1Y | -15.6% | +6.7% | -22.2% | -19.4% |
| 3Y | +19.3% | +47.5% | -28.2% | -6.0% |
| All | +47.8% | +39.0% | +8.8% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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