-81.9%
TMCI price history and return analytics
+77.1%
-159.0%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.0% |
| 7D | +0.7% | +1.0% | -0.4% | -0.7% |
| 30D | -2.7% | -0.2% | -2.5% | -2.3% |
| 3M | +31.2% | +4.5% | +26.6% | +21.6% |
| 6M | +223.8% | +14.1% | +209.7% | +166.8% |
| YTD | +89.0% | +14.8% | +74.2% | +55.0% |
| 1Y | -34.9% | +21.2% | -56.1% | -50.8% |
| 3Y | -65.9% | +76.6% | -142.5% | -84.7% |
| 5Y | -83.8% | +66.6% | -150.4% | -92.0% |
| All | -81.9% | +77.1% | -159.0% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling