+28.2%
VTMX vs SPY
+78.5%
-50.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | +3.2% | +3.3% | -0.1% | +1.1% |
| 30D | +11.3% | -2.7% | +14.0% | +13.1% |
| 3M | +10.5% | -1.7% | +12.3% | +11.6% |
| 6M | +11.1% | +3.1% | +8.0% | +8.5% |
| YTD | +27.0% | +11.9% | +15.1% | +17.5% |
| 1Y | +25.5% | +12.0% | +13.5% | +16.1% |
| 3Y | +18.5% | +78.2% | -59.7% | -32.0% |
| All | +28.2% | +78.5% | -50.3% | -25.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling