+263.0%
TPZ vs VT
+494.1%
-231.0%
-78.2%
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 | +0.3% | -1.6% | +1.9% | +1.4% |
| 30D | +3.9% | -2.5% | +6.4% | +5.6% |
| 3M | -1.3% | -1.3% | 0.0% | -0.6% |
| 6M | -5.7% | +3.1% | -8.8% | -8.1% |
| YTD | +6.0% | +10.9% | -4.9% | -2.1% |
| 1Y | +3.9% | +12.1% | -8.2% | -4.8% |
| 3Y | +78.8% | +73.9% | +4.9% | +20.0% |
| 5Y | +114.7% | +58.0% | +56.7% | +52.5% |
| 10Y | +112.0% | +225.5% | -113.5% | -2.7% |
| All | +263.0% | +494.1% | -231.0% | +34.7% |
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