+357.0%
TPR vs VO
+197.6%
+159.4%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | +0.7% |
| 7D | -1.1% | +2.9% | -4.1% | -5.3% |
| 30D | +15.1% | +1.0% | +14.1% | +12.8% |
| 3M | -13.4% | -1.7% | -11.7% | -12.0% |
| 6M | +1.4% | +6.7% | -5.3% | -8.8% |
| YTD | +4.8% | +14.0% | -9.2% | -14.1% |
| 1Y | +29.2% | +13.7% | +15.5% | +6.4% |
| 3Y | +403.7% | +65.8% | +337.9% | +141.6% |
| 5Y | +230.8% | +36.6% | +194.2% | +115.3% |
| All | +357.0% | +197.6% | +159.4% | +6.6% |
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