+379.8%
TPR vs VO
+198.4%
+181.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +12.1% | -0.2% | +12.2% | +11.8% |
| 30D | +16.7% | +0.5% | +16.2% | +15.3% |
| 3M | -17.4% | -1.1% | -16.3% | -16.8% |
| 6M | +2.3% | +6.4% | -4.1% | -7.6% |
| YTD | +7.1% | +13.5% | -6.4% | -11.6% |
| 1Y | +29.5% | +13.6% | +15.9% | +6.8% |
| 3Y | +415.0% | +65.2% | +349.8% | +148.5% |
| 5Y | +261.5% | +37.7% | +223.7% | +132.3% |
| All | +379.8% | +198.4% | +181.4% | +9.5% |
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