+64.7%
VT vs TPG
+78.6%
-13.9%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.4% |
| 7D | -0.1% | -6.5% | +6.4% | +1.6% |
| 30D | -0.7% | +0.1% | -0.7% | -0.9% |
| 3M | +4.0% | +14.5% | -10.5% | -0.2% |
| 6M | +12.3% | +17.3% | -5.0% | +6.6% |
| YTD | +14.0% | -20.5% | +34.5% | +19.8% |
| 1Y | +20.3% | -13.2% | +33.5% | +22.7% |
| 3Y | +75.4% | +87.7% | -12.3% | +37.1% |
| All | +64.7% | +78.6% | -13.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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