+60.4%
VT vs TPR
+239.9%
-179.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.5% | -1.8% | +0.9% |
| 7D | -0.3% | +12.6% | -13.0% | -2.9% |
| 30D | -1.4% | +7.1% | -8.6% | -3.0% |
| 3M | -1.4% | -19.4% | +18.0% | +2.7% |
| 6M | +5.5% | -9.7% | +15.2% | +6.4% |
| YTD | +12.8% | -1.0% | +13.8% | +11.0% |
| 1Y | +15.4% | +19.3% | -3.9% | +8.2% |
| 3Y | +76.9% | +379.0% | -302.1% | +11.3% |
| 5Y | +60.4% | +239.1% | -178.7% | +6.7% |
| All | +60.4% | +239.9% | -179.5% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling