+995.9%
TPL vs VT
+214.8%
+781.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -0.7% |
| 7D | -17.0% | -4.2% | -12.8% | -13.1% |
| 30D | -23.4% | -5.8% | -17.6% | -18.2% |
| 3M | -28.6% | -5.2% | -23.4% | -24.3% |
| 6M | -36.6% | +0.1% | -36.7% | -37.4% |
| YTD | -4.8% | +8.2% | -13.1% | -14.9% |
| 1Y | -10.6% | +10.1% | -20.7% | -21.8% |
| 3Y | +39.9% | +69.7% | -29.8% | -25.8% |
| 5Y | +90.1% | +53.4% | +36.7% | +13.5% |
| All | +995.9% | +214.8% | +781.1% | +194.1% |
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