+318.5%
TPR vs VO
+194.4%
+124.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.3% |
| 7D | -2.3% | -0.3% | -2.0% | -1.9% |
| 30D | -23.0% | -0.3% | -22.6% | -22.9% |
| 3M | -12.5% | +2.9% | -15.4% | -16.5% |
| 6M | -21.4% | +9.3% | -30.8% | -31.0% |
| YTD | -3.5% | +14.2% | -17.7% | -20.5% |
| 1Y | +17.4% | +15.3% | +2.1% | -4.4% |
| 3Y | +291.3% | +56.2% | +235.0% | +106.1% |
| 5Y | +241.9% | +42.4% | +199.5% | +110.4% |
| All | +318.5% | +194.4% | +124.1% | +0.8% |
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