+396.0%
TPR vs VIG
+67.2%
+328.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | +3.5% | -3.8% | -5.1% |
| 30D | +15.1% | +4.9% | +10.2% | +6.6% |
| 3M | +3.5% | +2.5% | +1.0% | -0.7% |
| 6M | +0.4% | +11.0% | -10.6% | -14.6% |
| YTD | +4.6% | +16.0% | -11.4% | -16.2% |
| 1Y | +33.1% | +17.5% | +15.6% | +4.5% |
| 3Y | +396.0% | +67.0% | +329.0% | +110.6% |
| All | +396.0% | +67.2% | +328.8% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling