+542.8%
TPR vs VT
+374.2%
+168.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | +0.4% | -2.7% | -2.8% |
| 30D | -23.0% | +1.0% | -23.9% | -24.1% |
| 3M | -12.5% | +2.4% | -14.9% | -15.4% |
| 6M | -21.4% | +12.0% | -33.4% | -31.7% |
| YTD | -3.5% | +15.3% | -18.8% | -19.1% |
| 1Y | +17.4% | +22.6% | -5.2% | -8.4% |
| 3Y | +291.3% | +74.7% | +216.6% | +101.5% |
| 5Y | +241.9% | +66.1% | +175.8% | +92.6% |
| 10Y | +322.7% | +225.0% | +97.7% | +23.2% |
| All | +542.8% | +374.2% | +168.6% | +35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling