+2.6%
VMC vs TRI
-22.4%
+25.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.4% | -1.8% | +4.3% |
| 7D | +12.3% | +1.0% | +11.4% | +12.2% |
| 30D | +21.2% | +20.8% | +0.5% | +20.7% |
| 3M | +4.6% | +8.1% | -3.5% | +4.3% |
| 6M | +3.9% | +24.2% | -20.3% | +3.6% |
| YTD | +5.0% | -7.8% | +12.7% | +4.6% |
| 1Y | +2.6% | -16.7% | +19.3% | +2.0% |
| All | +2.6% | -22.4% | +25.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 1y: compounded portfolio wealth divided by compounded TRI 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…
1y analysis · Full analysis span regression · 6 months rolling