+223.0%
VT vs TPR
+321.0%
-98.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | -2.3% | +2.7% | +1.0% |
| 30D | +1.0% | -23.0% | +23.9% | +6.5% |
| 3M | +2.4% | -12.5% | +14.9% | +4.7% |
| 6M | +12.0% | -21.4% | +33.4% | +16.9% |
| YTD | +15.3% | -3.5% | +18.8% | +14.5% |
| 1Y | +22.6% | +17.4% | +5.2% | +15.7% |
| 3Y | +74.7% | +291.3% | -216.6% | +20.2% |
| 5Y | +66.1% | +241.9% | -175.8% | +14.5% |
| All | +223.0% | +321.0% | -98.0% | +85.6% |
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