+58.2%
TPVG vs VT
+252.2%
-194.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -3.7% | +0.4% | -4.1% | -4.1% |
| 30D | +13.2% | +1.0% | +12.2% | +12.1% |
| 3M | -0.5% | +2.4% | -2.9% | -3.1% |
| 6M | +8.4% | +12.0% | -3.6% | -3.6% |
| YTD | -12.6% | +15.3% | -28.0% | -24.7% |
| 1Y | -9.4% | +22.6% | -32.0% | -26.8% |
| 3Y | -23.9% | +74.7% | -98.6% | -57.8% |
| 5Y | -31.8% | +66.1% | -97.9% | -60.4% |
| 10Y | +63.4% | +225.0% | -161.6% | -47.1% |
| All | +58.2% | +252.2% | -194.0% | -51.9% |
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