+1,977.7%
TPL vs VT
+224.5%
+1,753.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.9% |
| 30D | -4.9% | +1.0% | -5.9% | -6.1% |
| 3M | -10.8% | +2.4% | -13.1% | -13.6% |
| 6M | -32.2% | +12.0% | -44.2% | -41.5% |
| YTD | +26.7% | +15.3% | +11.4% | +5.6% |
| 1Y | +17.8% | +22.6% | -4.8% | -9.0% |
| 3Y | +76.6% | +74.7% | +1.9% | -9.4% |
| 5Y | +167.7% | +66.1% | +101.6% | +46.1% |
| All | +1,977.7% | +224.5% | +1,753.2% | +426.5% |
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