-83.7%
TMCI price history and return analytics
+65.7%
-149.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.9% | +2.8% | +2.4% |
| 7D | -6.2% | -1.1% | -5.1% | -4.6% |
| 30D | -5.1% | -1.0% | -4.1% | -3.5% |
| 3M | +15.3% | +3.2% | +12.2% | +9.8% |
| 6M | +224.5% | +12.5% | +212.0% | +171.7% |
| YTD | +84.1% | +14.1% | +70.0% | +51.9% |
| 1Y | -39.4% | +18.9% | -58.3% | -53.2% |
| 3Y | -68.2% | +74.1% | -142.3% | -85.7% |
| All | -83.7% | +65.7% | -149.4% | -91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 5y: compounded portfolio wealth divided by compounded VT 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…
5y analysis · Full analysis span regression · 6 months rolling