+480.5%
TPR vs VIG
+623.5%
-143.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.7% |
| 7D | -2.3% | -0.4% | -1.9% | -1.7% |
| 30D | -23.0% | -1.0% | -22.0% | -21.9% |
| 3M | -12.5% | +2.8% | -15.2% | -16.0% |
| 6M | -21.4% | +8.2% | -29.6% | -29.9% |
| YTD | -3.5% | +11.0% | -14.5% | -17.2% |
| 1Y | +17.4% | +16.1% | +1.2% | -5.7% |
| 3Y | +291.3% | +56.2% | +235.1% | +102.4% |
| 5Y | +241.9% | +63.0% | +178.9% | +69.1% |
| 10Y | +322.7% | +241.4% | +81.2% | -24.1% |
| All | +480.5% | +623.5% | -143.0% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling