+100.9%
TPL vs VT
+59.7%
+41.2%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.4% | +1.7% | -15.1% | -15.0% |
| 7D | -13.3% | -0.3% | -13.0% | -13.3% |
| 30D | -16.5% | -1.4% | -15.1% | -15.6% |
| 3M | -27.2% | -1.4% | -25.8% | -26.4% |
| 6M | -33.3% | +5.5% | -38.8% | -37.5% |
| YTD | +0.6% | +12.8% | -12.3% | -12.6% |
| 1Y | -5.0% | +15.4% | -20.5% | -19.5% |
| 3Y | +47.9% | +76.9% | -29.0% | -17.3% |
| All | +100.9% | +59.7% | +41.2% | +33.6% |
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