+356.2%
TPR vs VTEB
+23.2%
+333.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | +0.2% |
| 7D | -0.3% | -1.2% | +0.9% | +1.2% |
| 30D | +15.1% | +2.5% | +12.6% | +11.9% |
| 3M | +3.5% | -1.7% | +5.2% | +5.7% |
| 6M | +0.4% | -1.2% | +1.7% | +2.0% |
| YTD | +4.6% | -0.5% | +5.1% | +5.4% |
| 1Y | +33.1% | -0.1% | +33.2% | +33.5% |
| 3Y | +396.0% | +10.5% | +385.5% | +343.1% |
| 5Y | +230.3% | +2.6% | +227.7% | +219.0% |
| All | +356.2% | +23.2% | +333.1% | +376.2% |
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