+2,486.9%
VRT vs TMO
+167.5%
+2,319.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.1% | +2.5% | +3.2% |
| 7D | -8.4% | -0.6% | -7.7% | -8.2% |
| 30D | -10.9% | +1.1% | -12.0% | -11.4% |
| 3M | -13.7% | +28.3% | -42.0% | -22.6% |
| 6M | -4.1% | +23.3% | -27.4% | -13.4% |
| YTD | +58.7% | +5.5% | +53.3% | +53.1% |
| 1Y | +89.6% | +24.5% | +65.1% | +69.5% |
| 3Y | +558.1% | +19.6% | +538.6% | +482.0% |
| 5Y | +953.0% | +8.1% | +944.8% | +878.2% |
| All | +2,486.9% | +167.5% | +2,319.4% | +1,874.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling