+184.0%
TPL vs VT
+66.2%
+117.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | -4.9% | +1.0% | -5.9% | -6.0% |
| 3M | -10.8% | +2.4% | -13.1% | -13.2% |
| 6M | -32.2% | +12.0% | -44.2% | -40.5% |
| YTD | +26.7% | +15.3% | +11.4% | +7.8% |
| 1Y | +17.8% | +22.6% | -4.8% | -6.5% |
| 3Y | +76.6% | +74.7% | +1.9% | -1.0% |
| All | +184.0% | +66.2% | +117.9% | +76.2% |
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