-39.3%
TMS price history and return analytics
+23.3%
-62.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -20.4% | +1.0% | -21.4% | -20.6% |
| 3M | -41.7% | +2.4% | -44.1% | -42.1% |
| 6M | -40.3% | +12.0% | -52.3% | -40.5% |
| YTD | -40.1% | +15.3% | -55.4% | -40.3% |
| 1Y | -39.3% | +22.6% | -61.9% | -39.2% |
| All | -39.3% | +23.3% | -62.6% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling