+665.3%
VMC vs TRI
+518.6%
+146.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | +1.5% |
| 7D | -0.5% | -7.1% | +6.6% | +2.7% |
| 30D | -9.1% | -2.3% | -6.8% | -8.8% |
| 3M | -4.1% | +19.6% | -23.7% | -14.6% |
| 6M | -5.5% | -8.7% | +3.2% | -5.5% |
| YTD | -8.9% | -22.3% | +13.3% | -3.2% |
| 1Y | -12.9% | -40.7% | +27.7% | +6.9% |
| 3Y | +22.1% | -17.8% | +39.9% | +20.0% |
| 5Y | +52.7% | -8.5% | +61.2% | +39.3% |
| 10Y | +152.7% | +192.6% | -39.8% | +10.8% |
| All | +665.3% | +518.6% | +146.7% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling