+46.8%
VMC vs TRI
-11.1%
+57.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | -3.7% | -14.4% | +10.7% | -0.9% |
| 30D | -12.8% | -8.1% | -4.6% | -11.6% |
| 3M | -7.9% | +17.5% | -25.5% | -11.5% |
| 6M | -7.5% | -5.0% | -2.6% | -7.2% |
| YTD | -11.6% | -24.7% | +13.1% | -4.3% |
| 1Y | -14.3% | -41.5% | +27.2% | +2.4% |
| 3Y | +18.5% | -20.3% | +38.8% | +13.5% |
| 5Y | +46.8% | -10.9% | +57.7% | +23.0% |
| All | +46.8% | -11.1% | +57.9% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling