+536.9%
TPR vs VT
+356.1%
+180.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +8.6% | -1.6% | +10.2% | +10.8% |
| 30D | +2.5% | -2.5% | +4.9% | +5.5% |
| 3M | -21.9% | -1.3% | -20.6% | -21.1% |
| 6M | -14.7% | +3.1% | -17.7% | -18.2% |
| YTD | -4.4% | +10.9% | -15.3% | -16.1% |
| 1Y | +15.3% | +12.1% | +3.2% | 0.0% |
| 3Y | +362.6% | +73.9% | +288.7% | +139.2% |
| 5Y | +228.6% | +58.0% | +170.7% | +96.0% |
| 10Y | +348.6% | +225.5% | +123.2% | +31.3% |
| All | +536.9% | +356.1% | +180.8% | +40.1% |
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