+218.7%
TPR vs VNQ
+5.0%
+213.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.3% |
| 7D | -7.3% | -0.9% | -6.4% | -6.5% |
| 30D | -30.7% | -2.2% | -28.5% | -29.5% |
| 3M | -21.6% | -1.9% | -19.7% | -20.5% |
| 6M | -21.3% | +3.2% | -24.6% | -23.8% |
| YTD | -10.2% | +9.4% | -19.6% | -17.5% |
| 1Y | +9.5% | +7.5% | +2.0% | +2.2% |
| 3Y | +280.8% | +31.1% | +249.7% | +194.1% |
| 5Y | +218.7% | +6.6% | +212.2% | +199.0% |
| All | +218.7% | +5.0% | +213.7% | +199.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 5y: compounded portfolio wealth divided by compounded VNQ 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…
5y analysis · Full analysis span regression · 6 months rolling