+219.2%
VT vs TPR
+386.9%
-167.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.4% |
| 7D | -0.1% | +12.1% | -12.2% | -2.8% |
| 30D | -3.1% | +16.7% | -19.7% | -6.6% |
| 3M | -3.5% | -17.4% | +13.9% | -0.1% |
| 6M | +0.5% | +2.3% | -1.8% | -1.2% |
| YTD | +10.8% | +7.1% | +3.6% | +7.1% |
| 1Y | +11.9% | +29.5% | -17.6% | +3.3% |
| 3Y | +73.0% | +415.0% | -342.1% | +11.5% |
| 5Y | +58.6% | +261.5% | -202.9% | +7.9% |
| 10Y | +219.2% | +383.3% | -164.1% | +81.1% |
| All | +219.2% | +386.9% | -167.7% | +81.1% |
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