+307.1%
TPR vs VTEB
+17.5%
+289.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.7% |
| 7D | -5.1% | -1.2% | -3.9% | -3.8% |
| 30D | -27.6% | -2.9% | -24.7% | -25.1% |
| 3M | -17.5% | -3.2% | -14.3% | -14.4% |
| 6M | -21.3% | -2.6% | -18.7% | -18.8% |
| YTD | -8.5% | -1.8% | -6.6% | -6.4% |
| 1Y | +11.5% | +0.2% | +11.2% | +11.4% |
| 3Y | +288.0% | +8.2% | +279.8% | +256.3% |
| 5Y | +225.2% | +0.8% | +224.3% | +220.1% |
| All | +307.1% | +17.5% | +289.6% | +323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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