+12.8%
VG vs TPR
+18.2%
-5.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.5% |
| 7D | +1.7% | -2.7% | +4.4% | +1.2% |
| 30D | +16.0% | -23.3% | +39.3% | +10.3% |
| 3M | +9.7% | -12.8% | +22.5% | +8.4% |
| 6M | +29.6% | -21.7% | +51.3% | +31.3% |
| YTD | +112.0% | -3.9% | +115.9% | +96.3% |
| 1Y | +12.8% | +16.9% | -4.1% | +2.3% |
| All | +12.8% | +18.2% | -5.4% | +2.3% |
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 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