+69.7%
VT vs TPR
+412.6%
-343.0%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.1% | -11.1% | -5.2% |
| 7D | -4.2% | +13.9% | -18.0% | -6.3% |
| 30D | -5.8% | +14.9% | -20.7% | -8.1% |
| 3M | -5.2% | -15.4% | +10.1% | -2.9% |
| 6M | +0.1% | -4.5% | +4.6% | -0.2% |
| YTD | +8.2% | +6.0% | +2.2% | +5.5% |
| 1Y | +10.1% | +24.3% | -14.2% | +3.9% |
| All | +69.7% | +412.6% | -343.0% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling