+5,251.6%
TPL vs VT
+345.0%
+4,906.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -2.0% |
| 7D | -17.0% | -4.2% | -12.8% | -14.2% |
| 30D | -23.4% | -5.8% | -17.6% | -19.7% |
| 3M | -28.6% | -5.2% | -23.4% | -25.5% |
| 6M | -36.6% | +0.1% | -36.7% | -37.1% |
| YTD | -4.8% | +8.2% | -13.1% | -11.8% |
| 1Y | -10.6% | +10.1% | -20.7% | -18.3% |
| 3Y | +39.9% | +69.7% | -29.8% | -8.9% |
| 5Y | +90.1% | +53.4% | +36.7% | +34.1% |
| 10Y | +1,006.7% | +219.2% | +787.4% | +380.7% |
| All | +5,251.6% | +345.0% | +4,906.6% | +1,256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling