+13.8%
VRT vs TMO
+26.9%
-13.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | +1.1% | -14.0% | -12.9% |
| 7D | -15.4% | +0.3% | -15.7% | -15.4% |
| 30D | -19.0% | +4.3% | -23.3% | -18.8% |
| 3M | -23.8% | +25.1% | -49.0% | -22.9% |
| 6M | -37.9% | +52.9% | -90.8% | -37.6% |
| YTD | +27.0% | +22.2% | +4.8% | +34.2% |
| 1Y | +13.8% | +25.4% | -11.6% | +18.7% |
| All | +13.8% | +26.9% | -13.1% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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