+302.5%
VTI vs TPR
+299.5%
+3.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.2% |
| 7D | -0.4% | -7.3% | +7.0% | +1.4% |
| 30D | -1.6% | -30.7% | +29.1% | +6.7% |
| 3M | +3.6% | -21.6% | +25.2% | +8.8% |
| 6M | +13.0% | -21.3% | +34.4% | +18.1% |
| YTD | +12.7% | -10.2% | +22.9% | +13.6% |
| 1Y | +18.4% | +9.5% | +8.9% | +13.1% |
| 3Y | +76.4% | +280.8% | -204.4% | +19.9% |
| 5Y | +73.7% | +218.7% | -145.0% | +19.6% |
| 10Y | +302.5% | +306.7% | -4.2% | +129.7% |
| All | +302.5% | +299.5% | +3.0% | +129.7% |
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 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