+160.5%
VEA vs TPR
+364.3%
-203.8%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | +0.2% | +15.1% | -14.9% | -3.0% |
| 3M | -5.3% | +3.5% | -8.9% | -6.4% |
| 6M | -0.9% | +0.4% | -1.4% | -2.1% |
| YTD | +12.2% | +4.6% | +7.6% | +9.4% |
| 1Y | +16.1% | +33.1% | -17.0% | +7.3% |
| 3Y | +73.0% | +396.0% | -323.0% | +15.1% |
| 5Y | +53.7% | +230.3% | -176.6% | +8.8% |
| All | +160.5% | +364.3% | -203.8% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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