+535.3%
VRT vs TMO
+18.2%
+517.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.5% |
| 7D | -7.7% | -2.5% | -5.2% | -7.2% |
| 30D | -12.0% | -0.3% | -11.7% | -11.9% |
| 3M | -11.7% | +25.3% | -36.9% | -17.4% |
| 6M | -8.1% | +20.9% | -28.9% | -13.5% |
| YTD | +53.2% | +4.3% | +48.9% | +52.3% |
| 1Y | +81.7% | +27.0% | +54.6% | +66.9% |
| All | +535.3% | +18.2% | +517.1% | +507.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling