+49.9%
VG vs TPR
+28.0%
+21.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +7.1% | -11.1% | -1.7% |
| 7D | -22.0% | +13.9% | -35.9% | -18.3% |
| 30D | -14.7% | +14.9% | -29.7% | -10.3% |
| 3M | -7.1% | -15.4% | +8.3% | -10.0% |
| 6M | -11.2% | -4.5% | -6.7% | -7.9% |
| YTD | +69.8% | +6.0% | +63.8% | +66.1% |
| 1Y | +49.9% | +24.3% | +25.5% | +32.8% |
| All | +49.9% | +28.0% | +21.9% | +32.8% |
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