+14.9%
VTI vs TMO
+26.9%
-12.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | -0.6% | +0.3% | -0.9% | -0.6% |
| 30D | -1.0% | +4.3% | -5.3% | -1.5% |
| 3M | -0.8% | +25.1% | -25.9% | -3.7% |
| 6M | +7.1% | +52.9% | -45.9% | +0.1% |
| YTD | +13.4% | +22.2% | -8.8% | +10.8% |
| 1Y | +14.9% | +25.4% | -10.5% | +11.1% |
| All | +14.9% | +26.9% | -12.0% | +11.1% |
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 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