-8.6%
VMC vs TDY
-7.1%
-1.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.6% | -2.7% |
| 7D | -5.3% | -1.8% | -3.5% | -4.7% |
| 30D | -12.3% | -13.8% | +1.5% | -8.3% |
| 3M | -10.3% | -3.9% | -6.4% | -9.7% |
| 6M | -8.6% | -9.0% | +0.4% | -5.9% |
| All | -8.6% | -7.1% | -1.4% | -5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling