+396.0%
TPR vs VO
+66.5%
+329.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -0.3% | +3.1% | -3.4% | -4.2% |
| 30D | +15.1% | +2.2% | +12.9% | +11.3% |
| 3M | +3.5% | -2.5% | +6.0% | +6.5% |
| 6M | +0.4% | +7.0% | -6.5% | -9.6% |
| YTD | +4.6% | +14.0% | -9.4% | -13.5% |
| 1Y | +33.1% | +15.6% | +17.5% | +7.9% |
| 3Y | +396.0% | +66.2% | +329.8% | +125.5% |
| All | +396.0% | +66.5% | +329.4% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling