+359.2%
VT vs TPR
+525.9%
-166.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -1.6% | +8.6% | -10.2% | -3.9% |
| 30D | -2.5% | +2.5% | -4.9% | -3.3% |
| 3M | -1.3% | -21.9% | +20.6% | +4.7% |
| 6M | +3.1% | -14.7% | +17.7% | +6.0% |
| YTD | +10.9% | -4.4% | +15.3% | +9.9% |
| 1Y | +12.1% | +15.3% | -3.2% | +4.8% |
| 3Y | +73.9% | +362.6% | -288.7% | +4.4% |
| 5Y | +58.0% | +228.6% | -170.7% | +0.8% |
| 10Y | +225.5% | +348.6% | -123.2% | +61.0% |
| All | +359.2% | +525.9% | -166.7% | +53.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling