+2,545.5%
VRT vs TMO
+165.7%
+2,379.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.4% | -10.0% | -9.8% |
| 7D | +2.4% | -0.5% | +2.9% | +2.6% |
| 30D | -2.7% | +1.0% | -3.7% | -3.2% |
| 3M | -9.2% | +22.7% | -31.9% | -17.1% |
| 6M | -0.5% | +19.0% | -19.5% | -8.9% |
| YTD | +62.3% | +4.7% | +57.6% | +57.0% |
| 1Y | +109.6% | +26.0% | +83.6% | +86.1% |
| 3Y | +573.1% | +18.0% | +555.1% | +498.4% |
| 5Y | +953.6% | +8.0% | +945.6% | +879.8% |
| All | +2,545.5% | +165.7% | +2,379.9% | +1,924.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling