-29.7%
TME price history and return analytics
+165.2%
-194.9%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.5% | -4.5% |
| 7D | +5.3% | +0.4% | +4.9% | +4.7% |
| 30D | +11.9% | -2.6% | +14.5% | +14.5% |
| 3M | -1.6% | -3.2% | +1.7% | +1.4% |
| 6M | +1.5% | +0.9% | +0.6% | -0.2% |
| YTD | -45.1% | +11.3% | -56.4% | -51.0% |
| 1Y | -54.7% | +14.0% | -68.7% | -60.6% |
| 3Y | +32.1% | +75.8% | -43.7% | -25.7% |
| 5Y | +23.8% | +57.8% | -34.0% | -22.4% |
| All | -29.7% | +165.2% | -194.9% | -69.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling