+152.6%
VEA vs TPR
+334.3%
-181.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -2.2% | +14.2% | -16.4% | -5.9% |
| 30D | -3.4% | +17.1% | -20.4% | -7.7% |
| 3M | -5.6% | -17.7% | +12.1% | -1.5% |
| 6M | -3.4% | -10.2% | +6.7% | -2.2% |
| YTD | +9.7% | +4.9% | +4.8% | +6.0% |
| 1Y | +15.4% | +36.1% | -20.8% | +3.5% |
| 3Y | +68.5% | +416.5% | -347.9% | -0.9% |
| 5Y | +49.6% | +254.8% | -205.1% | -5.7% |
| 10Y | +154.3% | +391.7% | -237.4% | +24.1% |
| All | +152.6% | +334.3% | -181.7% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling