+86.1%
TPIF vs VT
+138.4%
-52.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | +0.4% | 0.0% | 0.0% |
| 30D | +0.9% | +1.0% | -0.1% | 0.0% |
| 3M | +3.8% | +2.4% | +1.4% | +1.6% |
| 6M | +6.0% | +12.0% | -6.0% | -3.8% |
| YTD | +14.2% | +15.3% | -1.2% | +1.0% |
| 1Y | +21.5% | +22.6% | -1.1% | +1.9% |
| 3Y | +69.5% | +74.7% | -5.2% | +4.2% |
| 5Y | +46.7% | +66.1% | -19.4% | -6.3% |
| All | +86.1% | +138.4% | -52.3% | -12.4% |
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