+87.8%
TPL vs VT
+53.4%
+34.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.2% | -0.2% |
| 7D | -17.9% | -2.3% | -15.6% | -16.2% |
| 30D | -21.2% | -5.0% | -16.3% | -17.4% |
| 3M | -23.3% | -4.9% | -18.4% | -19.6% |
| 6M | -34.9% | -1.5% | -33.4% | -34.5% |
| YTD | -4.8% | +8.5% | -13.3% | -13.9% |
| 1Y | -18.7% | +11.4% | -30.1% | -28.5% |
| 3Y | +43.9% | +70.1% | -26.1% | -16.3% |
| All | +87.8% | +53.4% | +34.4% | +30.5% |
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 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