+115.4%
TPLC vs VT
+132.5%
-17.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -1.5% | -2.3% | +0.8% | +0.6% |
| 30D | +1.8% | -5.0% | +6.7% | +6.7% |
| 3M | -1.4% | -4.9% | +3.5% | +3.2% |
| 6M | +2.9% | -1.5% | +4.5% | +3.9% |
| YTD | +11.1% | +8.5% | +2.6% | +1.7% |
| 1Y | +12.1% | +11.4% | +0.7% | 0.0% |
| 3Y | +50.5% | +70.1% | -19.5% | -12.4% |
| 5Y | +39.9% | +53.7% | -13.9% | -9.9% |
| All | +115.4% | +132.5% | -17.1% | -12.6% |
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 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