+776.6%
TPR vs VNQ
+392.5%
+384.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | -2.3% | -1.3% | -1.0% | -1.4% |
| 30D | -23.0% | -2.9% | -20.0% | -21.5% |
| 3M | -12.5% | +0.8% | -13.3% | -13.3% |
| 6M | -21.4% | +2.5% | -23.9% | -22.9% |
| YTD | -3.5% | +10.6% | -14.1% | -10.5% |
| 1Y | +17.4% | +9.1% | +8.3% | +10.0% |
| 3Y | +291.3% | +31.0% | +260.2% | +220.9% |
| 5Y | +241.9% | +4.9% | +237.0% | +231.1% |
| 10Y | +322.7% | +59.5% | +263.2% | +217.9% |
| All | +776.6% | +392.5% | +384.1% | +195.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling