-48.3%
TMS price history and return analytics
+44.1%
-92.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.6% | +5.1% | +7.3% |
| 7D | +12.3% | +0.4% | +11.9% | +12.0% |
| 30D | -21.3% | -2.6% | -18.7% | -21.2% |
| 3M | -29.1% | -3.2% | -25.9% | -29.0% |
| 6M | -51.0% | +0.9% | -51.9% | -51.0% |
| YTD | -50.2% | +11.3% | -61.5% | -49.8% |
| 1Y | -50.1% | +14.0% | -64.1% | -49.6% |
| All | -48.3% | +44.1% | -92.5% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling