+312.2%
VOO vs TPR
+365.1%
-52.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.3% | -1.1% | +4.4% | +3.5% |
| 30D | -2.7% | +15.1% | -17.8% | -6.0% |
| 3M | -1.7% | -13.4% | +11.7% | +0.7% |
| 6M | +3.1% | +1.4% | +1.8% | +1.5% |
| YTD | +11.9% | +4.8% | +7.2% | +8.6% |
| 1Y | +12.1% | +29.2% | -17.1% | +3.3% |
| 3Y | +78.6% | +403.7% | -325.1% | +14.9% |
| 5Y | +73.8% | +230.8% | -157.0% | +20.0% |
| All | +312.2% | +365.1% | -52.8% | +135.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling