+490.6%
TPR vs VTEB
+26.7%
+463.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.3% | -0.8% | -1.5% | -1.5% |
| 30D | -23.0% | -1.3% | -21.6% | -21.9% |
| 3M | -12.5% | -2.1% | -10.3% | -10.5% |
| 6M | -21.4% | -1.7% | -19.7% | -20.0% |
| YTD | -3.5% | -0.6% | -2.9% | -2.8% |
| 1Y | +17.4% | +3.1% | +14.3% | +14.0% |
| 3Y | +291.3% | +9.2% | +282.0% | +258.8% |
| 5Y | +241.9% | +2.2% | +239.8% | +231.9% |
| 10Y | +322.7% | +18.8% | +303.9% | +356.7% |
| All | +490.6% | +26.7% | +463.9% | +615.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling