+16.3%
VTMX vs SPY
+81.1%
-64.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +3.3% | +0.1% | +3.2% | +3.2% |
| 3M | +2.7% | +2.0% | +0.7% | +1.2% |
| 6M | +3.2% | +13.0% | -9.9% | -4.9% |
| YTD | +15.2% | +13.5% | +1.7% | +5.8% |
| 1Y | +27.7% | +20.0% | +7.8% | +13.3% |
| 3Y | +1.2% | +77.2% | -76.0% | -41.1% |
| All | +16.3% | +81.1% | -64.8% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded SPY 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling