+851.9%
TPR vs VNQ
+399.0%
+452.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.1% |
| 7D | -1.1% | +0.2% | -1.4% | -1.3% |
| 30D | +15.1% | +5.8% | +9.3% | +10.4% |
| 3M | -13.4% | 0.0% | -13.4% | -13.6% |
| 6M | +1.4% | +1.5% | -0.1% | -0.1% |
| YTD | +4.8% | +12.1% | -7.3% | -3.7% |
| 1Y | +29.2% | +10.6% | +18.6% | +19.9% |
| 3Y | +403.7% | +43.5% | +360.2% | +287.1% |
| 5Y | +230.8% | +6.8% | +224.0% | +216.2% |
| 10Y | +369.2% | +82.9% | +286.3% | +223.2% |
| All | +851.9% | +399.0% | +452.9% | +217.6% |
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