+51.8%
VG vs TPR
+20.9%
+30.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | +3.5% | -11.2% | -6.5% |
| 7D | -16.4% | +12.6% | -29.0% | -13.0% |
| 30D | -10.8% | +7.1% | -17.9% | -8.4% |
| 3M | -6.3% | -19.4% | +13.1% | -10.7% |
| 6M | -12.5% | -9.7% | -2.8% | -11.2% |
| YTD | +76.9% | -1.0% | +77.9% | +69.5% |
| 1Y | +51.8% | +19.3% | +32.5% | +30.6% |
| All | +51.8% | +20.9% | +30.9% | +30.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling