-49.4%
VG vs TPR
+88.9%
-138.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -7.7% | +12.1% | -19.8% | -7.7% |
| 30D | -8.8% | +16.7% | -25.5% | -8.9% |
| 3M | -15.6% | -17.4% | +1.8% | -14.3% |
| 6M | +5.2% | +2.3% | +2.9% | +4.7% |
| YTD | +76.9% | +7.1% | +69.8% | +66.9% |
| 1Y | +42.5% | +29.5% | +13.0% | +24.8% |
| All | -49.4% | +88.9% | -138.3% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling