-39.3%
VG vs TPR
+70.2%
-109.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.7% | -2.3% | +4.0% | +1.8% |
| 30D | +16.0% | -23.0% | +39.0% | +17.6% |
| 3M | +9.7% | -12.5% | +22.2% | +10.1% |
| 6M | +29.6% | -21.4% | +51.0% | +32.3% |
| YTD | +112.0% | -3.5% | +115.5% | +99.8% |
| 1Y | +12.8% | +17.4% | -4.6% | -1.4% |
| All | -39.3% | +70.2% | -109.5% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling