+311.2%
TPR vs VIG
+240.3%
+70.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -2.5% |
| 7D | -3.4% | -0.4% | -3.0% | -2.7% |
| 30D | -27.3% | -2.1% | -25.2% | -24.9% |
| 3M | -16.2% | +3.3% | -19.6% | -20.4% |
| 6M | -17.9% | +9.3% | -27.2% | -28.3% |
| YTD | -7.1% | +10.1% | -17.3% | -19.8% |
| 1Y | +13.6% | +14.7% | -1.1% | -7.7% |
| 3Y | +293.7% | +56.9% | +236.8% | +96.1% |
| 5Y | +239.1% | +62.9% | +176.2% | +62.2% |
| 10Y | +311.2% | +241.3% | +69.9% | -20.8% |
| All | +311.2% | +240.3% | +70.9% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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