+377.9%
TPR vs VIG
+258.3%
+119.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.4% |
| 7D | +14.2% | -1.8% | +16.0% | +16.8% |
| 30D | +17.1% | +2.7% | +14.4% | +11.8% |
| 3M | -17.7% | 0.0% | -17.7% | -18.1% |
| 6M | -10.2% | +6.8% | -16.9% | -19.3% |
| YTD | +4.9% | +12.1% | -7.2% | -12.3% |
| 1Y | +36.1% | +14.8% | +21.3% | +9.4% |
| 3Y | +416.5% | +62.4% | +354.0% | +141.8% |
| 5Y | +254.8% | +59.6% | +195.2% | +74.2% |
| All | +377.9% | +258.3% | +119.7% | -12.8% |
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