+163.6%
VEA vs TPR
+299.5%
-135.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | -0.2% |
| 7D | +0.3% | -7.3% | +7.6% | +1.9% |
| 30D | +0.4% | -30.7% | +31.2% | +8.1% |
| 3M | +4.8% | -21.6% | +26.4% | +9.7% |
| 6M | +11.3% | -21.3% | +32.6% | +16.0% |
| YTD | +17.4% | -10.2% | +27.6% | +18.5% |
| 1Y | +26.2% | +9.5% | +16.7% | +21.5% |
| 3Y | +77.7% | +280.8% | -203.1% | +25.5% |
| 5Y | +60.9% | +218.7% | -157.8% | +14.8% |
| 10Y | +163.6% | +306.7% | -143.1% | +56.3% |
| All | +163.6% | +299.5% | -135.9% | +56.3% |
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