+371.7%
TPR vs VO
+202.1%
+169.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -3.5% |
| 7D | +6.4% | +0.2% | +6.2% | +5.4% |
| 30D | +13.8% | +2.0% | +11.7% | +9.9% |
| 3M | -16.6% | -0.3% | -16.3% | -17.1% |
| 6M | +0.7% | +7.3% | -6.6% | -10.1% |
| YTD | +5.3% | +15.0% | -9.6% | -14.7% |
| 1Y | +32.4% | +14.7% | +17.7% | +7.6% |
| 3Y | +406.4% | +67.3% | +339.1% | +139.8% |
| 5Y | +227.9% | +38.8% | +189.1% | +108.3% |
| 10Y | +371.7% | +201.6% | +170.1% | +5.7% |
| All | +371.7% | +202.1% | +169.6% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 10y: compounded portfolio wealth divided by compounded VO 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…
10y analysis · Full analysis span regression · 6 months rolling