+18.3%
VMC vs TRI
-20.3%
+38.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.4% |
| 7D | -3.7% | -14.4% | +10.7% | -2.5% |
| 30D | -12.8% | -8.1% | -4.6% | -12.2% |
| 3M | -7.9% | +17.5% | -25.5% | -9.1% |
| 6M | -7.5% | -5.0% | -2.6% | -7.0% |
| YTD | -11.6% | -24.7% | +13.1% | -7.2% |
| 1Y | -14.3% | -41.5% | +27.2% | -4.6% |
| All | +18.3% | -20.3% | +38.6% | +7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling