+119.9%
TPLC vs VT
+137.8%
-17.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | -1.6% | +2.6% | +2.6% |
| 30D | +4.7% | -2.5% | +7.1% | +7.2% |
| 3M | +1.1% | -1.3% | +2.4% | +2.2% |
| 6M | +5.5% | +3.1% | +2.4% | +1.9% |
| YTD | +13.4% | +10.9% | +2.5% | +1.7% |
| 1Y | +13.7% | +12.1% | +1.6% | +0.9% |
| 3Y | +52.8% | +73.9% | -21.1% | -12.9% |
| 5Y | +43.3% | +58.0% | -14.7% | -10.1% |
| All | +119.9% | +137.8% | -17.9% | -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 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