-29.7%
TMS price history and return analytics
+21.4%
-51.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.0% | -0.5% | +16.5% | +16.2% |
| 7D | +20.9% | +1.0% | +19.9% | +20.5% |
| 30D | -1.1% | -0.2% | -0.9% | -1.0% |
| 3M | -32.1% | +4.5% | -36.7% | -32.5% |
| 6M | -30.7% | +14.1% | -44.7% | -30.9% |
| YTD | -30.5% | +14.8% | -45.2% | -30.6% |
| 1Y | -29.7% | +21.2% | -50.9% | -29.6% |
| All | -29.7% | +21.4% | -51.1% | -29.6% |
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