+297.8%
VTI vs TMO
+338.2%
-40.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -0.9% | -0.6% | -0.3% | -0.7% |
| 30D | -1.4% | +1.1% | -2.6% | -2.0% |
| 3M | +3.6% | +28.3% | -24.7% | -6.9% |
| 6M | +13.6% | +23.3% | -9.7% | +3.1% |
| YTD | +12.9% | +5.5% | +7.5% | +9.1% |
| 1Y | +17.2% | +24.5% | -7.3% | +4.9% |
| 3Y | +75.7% | +19.6% | +56.1% | +56.1% |
| 5Y | +75.4% | +8.1% | +67.3% | +59.9% |
| All | +297.8% | +338.2% | -40.5% | +97.9% |
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