+12.8%
VG vs TPR
+18.6%
-5.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.7% | -2.3% | +4.0% | +1.3% |
| 30D | +16.0% | -23.0% | +39.0% | +10.4% |
| 3M | +9.7% | -12.5% | +22.2% | +8.5% |
| 6M | +29.6% | -21.4% | +51.0% | +31.4% |
| YTD | +112.0% | -3.5% | +115.5% | +96.5% |
| 1Y | +12.8% | +17.4% | -4.6% | +2.4% |
| All | +12.8% | +18.6% | -5.8% | +2.4% |
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