-39.6%
TME price history and return analytics
+173.4%
-213.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -1.9% |
| 7D | -2.8% | +1.0% | -3.8% | -3.8% |
| 30D | -15.4% | -0.2% | -15.2% | -15.2% |
| 3M | -11.1% | +4.5% | -15.7% | -15.4% |
| 6M | -39.2% | +14.1% | -53.3% | -47.0% |
| YTD | -52.8% | +14.8% | -67.5% | -59.0% |
| 1Y | -66.3% | +21.2% | -87.5% | -72.3% |
| 3Y | +27.6% | +76.6% | -49.0% | -28.3% |
| 5Y | -2.2% | +66.6% | -68.8% | -41.2% |
| All | -39.6% | +173.4% | -213.0% | -74.5% |
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