+26.3%
VTMX vs SPY
+77.8%
-51.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -0.5% | +2.6% | -3.0% | -2.0% |
| 30D | +9.2% | -2.0% | +11.2% | +10.5% |
| 3M | +11.3% | -2.8% | +14.1% | +13.1% |
| 6M | +9.9% | +2.1% | +7.7% | +8.0% |
| YTD | +25.1% | +11.5% | +13.6% | +16.0% |
| 1Y | +24.4% | +13.5% | +11.0% | +14.2% |
| 3Y | +16.2% | +77.7% | -61.5% | -33.2% |
| All | +26.3% | +77.8% | -51.5% | -26.4% |
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